L.S.
I'm afraid I don't have much advice for you. My sisters and I were all thumb/finger suckers. What worked for my sisters was my grandma bribing them with $20 around age 6-7. Unfortunately, I didn't stop until I was 12!! and the only reason I did was because my jaw was so small that I had to have an expander put in on the roof of my mouth so it would be the same size as my lower jaw. Then, there was no room for my finger.
There also used to be some type of nasty-tasting but non-harmful rub to put on the thumb to help stop it, but if kids are determined...
All three of us had to have braces and I'm sure it's because of the thumb sucking since neither parent had problems.
Ugh, I hope you have better luck with your kids!