My son was also a thumb sucker.We had to stop it, because his teeth were being affected as well. Don't put tabasco on it. That will burn their skin. We tried some of the paint on stuff. My son learned pretty quickly just to wash his hands a lot.
We invested in a thumb guard. We got a soft kind, basically a glove for the thumb only. The only problem is he could stretch it off. So we bribed him to keep it on. It took about two or three weeks to break the habit...but he mostly sucked his thumb at night, not all day like your girls. (Once he stopped consciously doing it when he was awake, the habit of doing it while he was asleep quit soon after without interference from us. )They also make hard thumb guards that are much more difficult to take off, but they looked uncomfortable to me.
My BIL is a dentist. He says an ace bandage around the elbow sometimes does the trick. It makes it uncomfortable to bend the elbow and suck the thumb. My son hated the way it felt even when he wasn't sucking his thumb.
Some other tips I got from my BIL - distract them as much as possible when you see them sucking their thumb. For older kids it's ok to give gentle reminders about not sucking their thumb, but don't punish for it. Have an authority figure talk to them about it - pediatrician or a dentist. Sometimes it helps when it's not coming from you. Take away any instigators. For my son, he sucked his thumb ANY time he held his security blanket. So we had to get rid of the security blanket first before stopping the thumb sucking. This was the hardest and most painful part for me! And finally, it's ok to reward them for their efforts.
It's a hard habit to break. GL Mama!