Am I the only one who actually really feels for the OP?
She has said she would get rid of the gym.
She has been clear that her priority lies with her unborn child (which it should)
She is trying to come to some compromise between her DP and his kids.
OP... What you SHOULD NOT be doing is trying to come to the compromise. It is his compromise to come up with.
I don't think you sound like a terrible SM. An inexperienced one, I will grant you, but not terrible.
The kids deserve to feel wanted and loved (and, FWIW, their mum deserves the odd day off) and that means you do have to allocate some space / some how in your house.
But, I think you are taking on everyones problems and trying to solve them. It is up to your partner to work out how it's all going to work.
You should (and I make no bones about this) concentrate on your child. Your SKs have a mum. A good mum, I'm sure. Leave the parenting to the parents and concentrate on your child.
You should not be taking the flack for what is, essentially, your DPs problem.