First let me say
!!!! It's difficult when we don't get the support/accolades we expect - esp. from those we love the most.
2ndly, I'd like to suggest an article in this month's National Geographic magazine about twins. Some very interesting info there! Info that may or may not surprise you, but that can also give some insight to people who are NOT twins.
You asked "should I confront my twin and if I did, what would I say?" - well, that's really up to you. Do you WANT to confront her? What is it that you are "confronting?" Her attitude? Her words? Her lack of support? Ask yourself what you expect to get from a confrontation from the one you said "always" has your back. Do you want her to congratulate you on your weight loss? Try a bit harder herself? These are all important questions that only you can answer.
If you do decide to confront her, be prepared that what she says may not be what you want/expect to hear at all. Good luck!