Perhaps instead of saying, Can I finish, try, wait, I need to finish before losing my train of thought.
Sighing can be considered passive aggressive.
Maybe instead of nodding while waiting for the long winded-have a moment or two of repeat back a piece or two with let me see if I understand with an ok continue..
It's one thing to be a good listener, but it's something else being someones emotional dumping ground, so to speak.