Will the authorities review my personal credit data in China after I immigrate to Canada?

Your sister is your sister. To apply for immigration to Canada, you still have to apply for it yourself. Your sister can't help you, but because you have relatives in Canada, it's true that immigrants can get extra points. As for whether I will check your credit data, I'm not sure. It depends on what credit data it is. A friend of mine recently interviewed for immigration in Canada, and even asked how many times he moved in China, so as long as the materials are true and not false, don't worry.