Forming sentences with resultative and directional complements
Yes, there are indeed differences. I will mostly give a discussion of in the example you gave since I'm really not competent enough to talk about the complements.


In (3), we have 来到, which means that 我妹妹 must have arrived (or is arriving). (Notice that the lack of a 了 means that without more context, I cannot infer whether or not this is in the past tense.) In any case, there's a slight difference between this and "my sister came to Shanghai": we can still mean "arrived" by "come", but the connotations should be noted.
In (2), we have 来 ... 了, which merely indicates to me that 我妹妹 must have come to Shanghai. There could also be connotations of arrival, again dependent on context. There could also be connotations, because of the 了, that 我妹妹 has now left 上海. (As an aside: I would group 了 with the verb, instead of separating them.)
Like (2), (1) feels ambiguous. I could read 到上海来了 as "has come to Shanghai", and like in (2) it could be that the sister has just come to Shanghai (so has arrived), or merely "she has come to Shanghai" in a more general sense. However, unlike the other two, (1) gives me the sense that Shanghai isn't just some intermediary stop for 我妹妹 because of the placement of 到. The other two can be slightly ambiguous in this respect.