Tell your DDs that what they watched was inappropriate for them and that you need to talk to them about what they've seen. Reassure them that it's not their fault; they weren't to know, and it's ok for them to be curious/upset about what they've seen. Then ask them what google terms they searched and try to find the exact same video. Watching it yourself will give you a much better idea of what to say in response.
At 8 or 9 years of age, they will probably already know the rough mechanics of sex, even if they don't understand sex 'drive'. It won't be impossible for them to get their head round the fact that adults take part in something that children don't. In fact, you can use it as a good platform for that kind of discussion about adults doing things that there is nothing wrong with as such, but which come with risks that only adults can understand and assess.
Then ask them if they have any questions about what they have seen and give them (age appropriate) answers, as not answering will leave them to conjure up something with their imagination which is much worse.
There is guidance on the internet about dealing with this sort of thing if you don't feel confident on handling it.
Having done that, talk to them about internet security and how they can protect themselves if the situation ever arises again (I think we'd be shocked by the number of households with children in where there are no filters on the internet). Role play scenarios if you think it would help.
Lastly, speak to the other girl's parents. If you're scared about how it may go, there's nothing wrong with a carefully worded text just to start the conversation. I'd only go to the school if the reaction was not what it should be.