Sounds like you're in a tough situation, and maybe subconsciously you do want to have him to yourself. It can be difficult when you feel alone and he has loads of family members (I have a middle eastern family on one side too, so I know how crazy the the numbers can be!).
I know its not a good suggestion to hear when you have SA, but having your own group of friends, through work or uni or wherever, will make you feel like you have you're own life, separate from your boyfriend.
With regards to his family, for whatever reason, his sister doesn't get on with you, probably as you mentioned because she has no friends of her own. Maybe she's bitter. Maybe she doesn't want someone 'taking her brother away'?
Have you tried learning the language his family speak? You could do home learning or get your boyfriend to teach you? Maybe that way you could feel more involved and get to know them better.
And if I were in your situation, if I could, I'd try and visit Europe more often to see your family there. I think in a situation such as yours, feeling alone and seeing your boyfriend with his large, close family, it could do a person some real benefit to be back with their own family for a week or two.
You seem to be focusing a lot on what he has versus what you have. In any situation that's not always a helpful mindset.