The main character is a painter. The book is about him but it might not always be told from a first-person perspective
The main character has a sister with a name that starts with 'Sav' (I think)
I remember that he paints and there is something magical about the way he paints. I don't remember if he paints people into paintings or somehow steals their life by painting (it's not Dorian Grey!)
I think near the end he disappears and his sister finds a lifelike painting of him and finds out it is him.
If I remember correctly, they had dark hair and the book was set with kind of a Mexican/Italian kind of look to the people. Possibly a desert surroundings?
I think you're describing The Golden Key, by Jennifer Roberson, Melanie Rawn, and Kate Elliott
It's set in an alternate Spain; the lead character, Sario Grijalva, is a painter, who can use his paintings to perform magic. He has a cousin called Saavedra.
I don't remember the incident you mention about him disappearing into a painting - it's been a long time since I read this - but
at one point in the book, Sario imprisons someone inside a painting for years - the painting starts off with the person coming through a door at the back of a room, and over time, slowly changes as he walks the length of the room