L.D.
I am the mother of 4 little ones (8, 4 and 2,2 (twins)). My oldest 2 sleep together too. When the 4 year old has a fit because she can not be with me, we tell her that if she screams and yells, she will wake others up. Because of this, she will have to sleep alone so as not to disturb anyone else. I suggest that you walk your daughter back to where she sleeps with her sister. If she screams, lead her to a quiet spot for her to sleep alone where she will not wake anyone. You will have given her 2 options: sleep with her sister quietly, or sleep alone because she will wake others up with her screaming. The natural consequence for screaming becomes: sleep alone. Staying in her room all day the day after waking you is not naturally related to waking you. It is also far removed from the incident. Kids do not think in extended time frames like that. A consequence should be naturally related to the behavior and immediate if it is to be successful. You need to be firm and consistent in appling the consequence. You may have to lead her back to the quiet spot several times. I learned this method in a STEP (systematic training for effective parenting) class. I found it to be hugely successful. I also suggest googling the method and ordering a book. It has helped me with many related issues. Good luck!