You seem to be dealing with multiple issues here, and it would help you to do that if you can separate them a bit.
In the first place, you mentioned unspecified problems that caused you to leave school for a time and fall behind your age group in school. Related to that, you have some feelings of depression and failure, perhaps mostly as a result of falling behind in school, but maybe related to the original problems that you had you quit in the first place. In addition, you have to suffer the teasing of your sister (and perhaps others; I know how kids are), and this causes you some anguish as well.
You seem to be dealing with whatever it was that caused you to leave school in the first place, but you may not have dealt with that completely, or your problems wouldn’t seem so severe. That’s something you need to continue to deal with, and you may want to consider professional help of some kind if it involves clinical depression. That’s a bitch to fight alone, and I think everyone here knows it, even if they haven’t had to deal with it directly and personally themselves.
As for your sister and others who say and do what they do, this is what you have to separate out. You can’t control what she and others say and do; all you can control is your reaction to it. If you can present a calm and unruffled demeanor in response to her teasing, then it becomes a lot less “fun” and “interesting” for her to do that. She’ll feel like she’s teasing a wall. Ever teased a wall? There’s no return. Who would do that? She’ll give it up eventually if you don’t react to it.
And other than that, if you can get ready for bed each night and tell yourself honestly that “I made some progress today” or “I accomplished a milestone” or even “I’m ready for more progress tomorrow”, then what more can you expect? What more can anyone expect?
If you have access to someone who can help to get you to do that realization (even if it’s not day-by-day but even week-by-week), then you can take off a lot of the internal pressure that you put on yourself.