Man, what a tangle.
Try to remember that people are rarely upset about what they think/claim they're upset about. Your dad gives you this line about being entitled to take things from you, about how they take care of you, etc., because it is literally INTOLERABLE to him to admit even to himself, consciously, how low he has sunk and how dependent he is on you, when he KNOWS that he should be taking care of you and not the other way around.
The way you handled the situation may not have been the most productive - confronting him the way you did didn't give him any room to do anything but defend himself and rationalize his behavior, or to have his ego collapse, which makes you feel bad.
One thing you can do is to hear what is underneath what he's saying, and pretend you're interacting with that conversation instead of what you're hearing. If he were asking, politely, for your help, what would you give? Reasonably, not sacrificing your own financial well-being, but doing what you could? Can you "head him off at the pass" and offer that to start with, in a way that doesn't make him lose face or have to ask you? Better yet, can you start a conversation with him - with your "ego," in the Buddhist sense, in check - that acknowledges his needs, forgives him for his behavior, and offers what you can to help? Create the possibility of an open relationship with him in which you ask him to come to you for help, and while you may not always be able to give what he asks for, at least you have an open line of communication that YOU have opened, in a way that works for you? That way you're offering, and he's not begging for something he knows he doesn't deserve (so he has to pretend he does, and just take it).
You might also look up "fair fighting" to give you some guidelines of how to communicate in a non-confrontational way that still gets your feelings and needs across.
I'm SO not defending his actions, and I know from experience the kind of weight that descends on you when your parents are acting like children and you just want to curl up in a ball and roll away somewhere they can't find you rather than have to suck it up and be the adult. It's not okay for him to steal from you - and that's what it is - and it's not okay for him to coerce you into ruining your financial situation. But unless you want to just cut ties and leave them to their own devices, you're going to have to take control of the situation and set it up so you can help them ON YOUR OWN TERMS.
Best of luck, man.
And try to look after your sister - this is a lot for a 14-year-old to handle, although it sounds like they lean on you more than her. It's the curse of the eldest.
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"If ten million people believe a foolish thing, it is still a foolish thing."
- Anatole France
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