Is there sin upon the two daughters for refusing their stepmother to live with them, after their father wanted to marry following their mother's death, and would that displease them?

It is the right of your father to marry, whether your mother is alive or after her death. You are not allowed to refuse his wife residing in the same house. Such a refusal is considered disobedience (uquq), and you must repent to Allah and seek forgiveness from your father. For, honoring one's parents is among the greatest acts of proximity [to Allah], and disobeying them is among the greatest prohibitions.