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A comprehensive study of sillenite Bi₁₂SiO₂₀ single-crystal properties, including elastic stiffness and piezoelectric coefficients, dielectric permittivity, thermal expansion and molar heat capacity, is presented. Brillouin-interferometry measurements (up to 27 GPa), which were performed at high pressures for the first time, and ab initio calculations based on density functional theory (up to 50 GPa) show the stability of the sillenite structure in the investigated pressure range, in agreement with previous studies. Elastic stiffness coefficients c₁₁ and c₁₂ are found to increase continuously with pressure while c₄₄ increases slightly for lower pressures and remains nearly constant above 15 GPa. Heat-capacity measurements were performed with a quasi-adiabatic calorimeter employing the relaxation method between 2 K and 395 K. No phase transition could be observed in this temperature interval. Standard molar entropy, enthalpy change and Debye temperature are extracted from the data. The results are found to be roughly half of the previous values reported in the literature. The discrepancy is attributed to the overestimation of the Debye temperature which was extracted from high-temperature data. Additionally, Debye temperatures obtained from mean sound velocities derived by Voigt-Reuss averaging are in agreement with our heat-capacity results. Finally, a complete set of electromechanical coefficients was deduced from the application of resonant ultrasound spectroscopy between 103 K and 733 K. No discontinuities in the temperature dependence of the coefficients are observed. High-temperature (up to 1100 K) resonant ultrasound spectra recorded for Bi₁₂SiO₂₀ crystals revealed strong and reversible acoustic dissipation effects at 870 K, 960 K and 550 K for M = Si, Ge and Ti, respectively. Resonances with small contributions from the elastic shear stiffness c₄₄ and the piezoelectric stress coefficient e₁₂₃ are almost unaffected by this dissipation.