It's hard to watch family members harming themselves and no words you say seem to make sense to them
. Praying for them is a must. And when opportunities appear, I think God expects us to speak His will into the situation...in a loving and gentle way. If we're in His Word regularly then we know His will. Living it out isn't always easy but we do learn it. Unbelievers do not have this advantage though.
Do you attend church? Being in a group of believers can be AMAZING. You will grow and thrive while you grow in Christ. You will also be better able to help your own family members when you're getting Christian support.
Praying for you...wisdom, guidance, love and peace in your family life
.