GoingRogue - Mine are various ages, eldest is nearly 15, middle one is nearly 7, and littlest is 18 months.
I think they've always self entertained because I've always worked from home, I think that has helped anyway.
They were very very difficult babies/toddlers/non sleepers - but as children they are just lovely 
18 month old is a pickle TBH, but both elder children play with him and keep him entertained!
I think I would be in the same boat with 2 children under 5 close in age. Kinda why I love age gaps! nothing to do with hyperemesis and SPD
I used to live in the park in-between work when they were little. We live opposite a huge park, so very lucky.
It will get better as they get older 
Spirited has a great idea. We lived at the library events, museum, park, and little activities locally like pond dipping, mask making, all that kind of thing.
Sorry if it's already been mentioned, but have you looked at www.dayoutwiththekids.co.uk there's lots of free things on there as well as the stupidly expensive stuff.
Local newspaper for free events too?
Last year, at Easter, I took DD into Waitrose for a free coffee and found the trail map where we had to walk around the store to find letters to make a word. It killed half an hour
- it doesn't always have to be super amazing expensive stuff to do.
My SIL set her kids up big time - took them out ALL the time. Every weekend. Every day in the holidays, they were doing something. Surprisingly, they are both now very demanding children - who constantly say they are bored bored bored.
One thing I do remember was, I'd plan activities in the morning, to wear them out and then they were very chilled in the afternoon so I could work.
Good luck! x