My sister has been up since 4:00, dressed for the day. She said she would go back to bed, but she is still up at 5:00, wandering in her room.

My Mom did this. She would get dressed and be sitting waiting to go somewhere. I had a baby monitor. When I heard her up I would go down and tell her, look its still dark out not time to get up. Then I would put her back to bed.

I wouldn't call a puzzle stimulating🤔. I think that allowing her to keep herself quietly occupied is probably better than having her ramble through the house or having a big argument about going back to bed. I hope for your sake it doesn't become a regular thing.

A puzzle may be too stimulating, but it is probably than her wandering or pacing about. In the future, if you have anything she'd be interested in, give her something to read or even get her a Nook or Kindle (I personally like the Paper White because I find it less stimulating).

Reading (for most people) usually helps them settle. If she can't read easily, something with lots of pictures like maybe National Geographic or some kind of cool art book.

If this is a regular thing, maybe buy some magazines or take out interesting library books to set aside to get her to distract her into settling.

Another possibility is finding a favorite movie she likes to watch...something she loves but is calming and preferably filmed in a dark location in parts. We've had luck with Charlie and the Chocolate Factory in our home when someone is sick. Parts of it are very stimulating, but the beginning has a few soft songs that usually put the sick person to sleep (you can always set a sleep timer ;) ). Wizard of Oz is another that comes to mind.

It's probably not a good idea to encourage your sister to do anything stimulating when she awakens at 4am.