My Deceased Father Came To My Sister last night?

Hi! My dad has been dead for 11 months today - one month away from a year. He was an innocent man shot to death by police in his own home. Though a couple of people in my family have had dreams, including myself, my sister had a dream last night. She had a dream that my dad came to her in a dream saying "They thought I was dead, but I'm not." He was in a lot of pain but wasn't dead, and had medicine from the hospital in her dream. He was saying that he wasn't dead. Can anyone give me a little more insight on this and what this dream may mean?

I can think of two interpretations:

Most likely your sister is still traumatized in grief, and denial is a common response of the mind in such a case. The mind denies that he is really dead in the hope that thinking this will make it so.

The other possibility, touched on in one of your dreams is the thought of afterlife. Your father is not really gone. He is dead. But if like me you and your sister believe in an afterlife then this dream could be a reminder that he is not really gone, because he exists in the afterlife.

There is a third.
Often when I think of possibilities, I think I've got them all.
Then later I think no there's another one, and that's it! Or at best it's the last one I come up with, usually.

It might be your sister keeping his memory alive. Or that they can't kill him, in her mind. That's understandable. Or even that after 11 months, which is a long time not seeing him anymore, she is still keeping his memory alive in her, which could become increasingly difficult with time. They can't take that away from her.
It was still very painful for her, but he was still alive in her. And she used her mental medicine to help her with the pain or grief.
She was thinking he wasn't dead.