I too am a Compulsive gambler and, like Harry says, I too was bailed out many times by my family. It never really helped me. In fact i would go so far as to say that if i was still getting bailed out I would still be gambling.
Well done on contacting that psychotherapist.
As Harry says there comes a time when words don’t mean much to those around us, they ahve heard it all before. How about asking your sister to go with you as moral support when you go and get excluded from the casino or where ever it is you gamble?
Maybe she could also help by making you accountable for what money you do have? That would help in two ways – make it harder for you to gamble if you do get an urge and also reassure her that you aren’t.