Remote, congratulations on having such a mature relationship with the ex! I can tell you see what is coming - he is slowly choosing this new woman over his children, which is horrible, but not uncommon. He needs to get his priorities back in line and you, unfortunately, are not the one to get him to see that ... Maybe you could gently suggest that: you see some bumps in the relationship between your daughters and the girlfriend and it appears to be affecting their relationship with him, and perhaps some sessions of pre-marital counseling would iron out the bumps before they become mountains, because after all, step-parenting is difficult and it is about the girls, not him or his girlfriend or you (the italics are directed at him, not you).
A good counselor will get to all the complications and address each of them - the step-parenting, your ongoing friendship, her children, her attitude toward you and your girls, your daughters' (likely) anger and his, well, lets face it, willingness to sweep it all under the rug rather than rock the boat with his new woman...
Best of luck, it's really great that your daughters have such a level headed mom to look out for them.
ETA: Ditto to Chrelsey