It's really sad that you are going to have to teach the girls about how to have strong boundaries with abusive people when they are still at an age when they should feel unconditionally loved and supported by all adults in their lives, but I suppose there are some advantages to learning this young.
The first step is to sit down with them both and let them talk about how the whole situation with their dad, his girlfriend and her other daughter makes them feel so you understand it clearly. (You may have already done this.) I imagine there may be elements of wariness about the new relationship and how long it will last, anxiety about the arrival of another child, fear and guilt that what their father is saying could be true, anger towards their father and the girlfriend and daughter for their actions, hurt that their father and others are so unkind to them, disappointment that they don't seem to be able to have the comfortable loving relationship with their dad that they would wish for, etc.
Next, ask them what, in an ideal world, they would want to be the situation. Perhaps they'd like to visit regularly to build up the relationship but not stay there until they feel comfortable, perhaps they want a break from contact, perhaps they would be happy to stay if they feel they can be assured of kind treatment, etc. Try not to get your feelings involved here, really look for what they want.
Then, help them compose an email to their dad saying exactly how they feel and what they want, in a respectful, non-blaming way. (eg "We feel hurt and anxious when you say we will cause a miscarriage because we don't want to come and stay yet. It feels like you are trying to force us to do what you want through guilt and fear, even though we are not comfortable with the new situation yet. We would prefer to let things settle down, spend some family days together but not stay overnights, until we feel comfortable again"). An email is good because you can be detailed about exactly where your boundaries are, eg "We do not want to be sent any more messages telling us how horrible we are. We will not reply to messages that are disrespectful."
If the girls are mature enough, they could have this conversation with their dad directly, with you present as support. Again, you would need to be there as backup and support for them as they express their feelings and needs, not to project your own onto them or to say blaming or accusatory things to your ex (as I know this can be very tempting).
Of course, your ex may not be capable of behaving in a respectful, responsible way that genuinely takes your daughters' feelings into account. In this case, you will have the hard task of helping them understand that some adults really can't respect others, even their own children, and it is not their fault or responsibility. Their responsibility is to respect themselves and their own feelings, and take care of their needs. If that means taking a break from their dad for a while, so be it. Once he can start to treat them with care and respect, then they could look to re-establish the relationship.