Is she thinking of staying with the father, does she expect child support for this baby? If so, then lying isn't an option.

She's between a rock and a hard place, sadly there's not much any of us or you can do. They made their beds, now they have to lay in them.

This is what happens when you don't care about the rules, sooner or later they catch up with you.

No, that could get her in trouble. They both should have carefully considered the consequences of their actions before they engaged in sexual intercourse. Now they both have to live with those consequence.

Illinois statute 720 ILCS 5 sec.12-26

(d) The accused commits aggravated criminal sexual abuse if he or she commits an act of sexual penetration or sexual conduct with a victim who was at least 13 years of age but under 17 years of age and the accused was at least 5 years older than the victim.

In Illinois, this is a class 2 felony - meaning that you potentially face prison time and lifetime sex offender registration.

You state that your sister's boyfriend is 19 and your parents "love him". That statement shocked me more than your sister being 15 and pregnant, by far.

Part of the problem with kids doing adult things is that they then have to face adult consequences. Your sister is not responsible for this mess. The boyfriend and the parents are. Maybe it's time for him to just be an adult and face the consequences. After all, he is about to be a parent and will have the responsibility of raising a human being. In the meantime, no matter what happens, your sister needs to tell that she is pregnant so she can begin prenatal care in order to give this baby a good start in life and to protect her own health.