OP, are you already seeing a counselor just for you and your DH? He may be the biggest part of the problem. Is he home on the weekends when the girls are there? And does he adequately parent them, or leave it all to his wife and ex-wife? Honestly, maybe he just has more children than he's capable of handling.
It is normal for kids that age to dislike joint custody (especially if they are missing out on weekend activities that they otherwise could enjoy), and to not want to spend every single weekend with toddlers. So I'm not convinced that the girls are in need of therapy themselves.
You could try asking the school guidance counselor for recommendations.