Honestly I think you should just be kind of straightforward with them and let them know that at home you were doing fine but once you are over there you're basically going through a Year's worth of savings eating out like that. I would say to be clear with them on that point and as long as you've gotten that through then that's what you needed to get through to them.

Maybe they will have time to think about it and realize the situation they are putting you in or maybe they won't. Either way you shouldn't need to overspend to be around them.

If they realize what's going on and change then good, you will be able to continue to see them and have them in your life, but if not I think it's probably best to just keep the relationship long distance with them.

It's similar to a situation with my friends, except I am the one with more money and I am considerate about it. (I'm one of the first to finish education and have a regular job)

If I want to do something expensive with them and they don't consider it worth it, I either pay for them or we don't do it. I never nag them for it because that is just not nice behaviour.

Just state what you said here.

"Hey guys, going out is going to cost me a months wages. Remember where you came from the salaries are still low"

Just gonna point out the obvious - your sister and brother in law are incredibly inconsiderate.

At first they would chip in until my brother-in-law started pulling “it’s your turn to pay now”

What? I have to fight my non white friends that they even allow me to pay the bill, despite making significantly more than most of them.

Tell them that if you visit, you have X budget for the entire time to spend. If they are willing to work with that, then fine. if they are not willing, then you cannot visit. It is as simple as that. You don't owe them your time, leave alone your financial security. If they cannot respect that boundary, then you have to draw the line.

I know this sounds harsh, but there is no other way, without endangering yourself. And it is not your responsibility that they live in a more expensive country. They have made that choice. And for all the financial benefit they are enjoying from that choice, having to consider the financial situation of guests from less expensive countries seems a rather small drawback.

EDIT: a thought that just now crossed my mind. is it possible that they are living over their own budget and try to impress you when you visit, but then falter as they actually cannot afford the stuff themselves, so they need you to also spend on the expensive activities? If you feel that to be the case you should also confront them about it and tell them frankly that you are not impressed by the money they have or claim to have.

"I make $X per year. I am happy to go out, but you'll have to shout me"?

Pretty blunt, but maybe being clear about the number would help?

I can’t imagine being that blind to income disparity! My sibling is not (yet) as well off as me and my partner. When they visit, they doesn’t spend a dime! I often offer to pay for the traveling as well, but they mostly refuse unless it’s peak holiday season. I know I like things that are likely out of their usual budget and i don’t want our visits to turn into an economical burden. When other friends visit, I also try to be mindful about it.

When I was a student on a student budget, the deal was always that who travels paid for the travel costs, who hosts paid for everything else.