Access I2C sensor from Arduino Uno as slave
Indeed, I2C slaves cannot communicate with one another.

There are some obscure capabilities for devices to switch role, but that is likely to introduce lots of complications.

You might look at using bit-banged (or "soft") I2C on other digital pins and move the peripheral's I2C lines there instead o the hardware I2C pins connected to the pi.  For example, a web search quickly found something that claims to do this at:

https://github.com/felias-fogg/SoftI2CMaster

No idea if that particular one will work for you, but there are others as well.

Or you can re-design your scheme so that the pi reads the sensor, and if necessary writes the values of interest to the Arduino.