Hi, I'm in a similar situation. I married and moved to sydney, Australia. I just posted about it on the international board! We didn't have a big wedding or a bridal shower. I got pregnant right away and have no network of friends or family here. I think you should do the virtual shower! My mom wants to do one one for me. She plans on having dinner and cake and me on Skype with the guests. We will see how it works out!
I appreciate it. It's a bit alienating being here alone and not having all these special moments to share with family and friends. I'm sure your sister has gone to many showers and now it's her turn to enjoy the fun! It might be unconventional but I'm sure will be fantastic.
We are looking into options to avoid shipping gifts which can get expensive, like gift cards where people list what they want you to purchase off your registry, etc.
good luck! Please tell me what you decide!