Hi DeeDeeCongratulations to your sister and the rest of the family!
Yes, I took dexamethasone when pregnant with my now 11 yr old daughter, and it did "help". My daughter was born with no abnormalities of the genitals, but (more importantly to me) - no malformations of the urinary tract that might require major reconstructive surgery, or cause major medical problems.
I don't believe I've ever heard of anyone who took the medication during pregnancy and it didn't "really help" (and there are quite a few here), but there are degrees of success, as with anything. There are quite a few possible side effects for the mom, too: things that were not even a consideration for me such as acne, weight gain, sleeplessness, etc., AND some possibly more serious ones like high blood pressure. Your sister should talk to their endocrinologist and he/she can give her more information, as well as work closely with her obstetrician.
Blessings,