I am sure that your father really does love you. In his own twisted, brainwashed way, he believes he is doing what is best for you. Try to imagine being that convinced that the world will end, and that everyone outside the cult will burn for eternity - the fact that he tries to get you back in, annoying as it undoubtedly is, is probably his way of, in his mind, "saving" you because he loves you. The fact that he and your sister still keep in touch with you show that they care.

I believe you have to take a firm stand, like you have, setting rules and making sure they understand you have abandoned your faith and is NOT going back into the cult. But that doesn't mean you don't love each other, or that you can't keep in contact. If they are not willing to accept that you should cut them out for real, but I think it is just a lot to process for them. I think your dad's last message might be sincere. But you are the one who knows him...