This is pretty normal, I'd say, but there are ways to learn to manage it. Not every child is the same but a really active 18 month old is tiring at the best of times, and divided attention isn't easy. I am pretty sure I have permanent brain degeneration caused by the period when I had my attention constantly divided in three directions.
You are on the right track finding places you can more or less let them run free. I would go to soft play and not feel like you need to constantly keep an eye on your daughter, at 4 she should be able to play without that kind of supervision. She wouldn't have that at nursery or school.
You also may be able to just watch your son rather than follow him around, my observation of parents at these kinds of places is that many worry too much about managing their child in arms reach when they could just be watching them.
Kids don't necessarily need as much "entertainment" as people think. I would work on tiring out your son as much as you can. Playgrounds, sure, and your dd is likely fine to play along with you. But also hiking can be good, running around a field, looking for frogs, climbing stairs, going to the beach and building a big sand castle, whatever.
Having the right outdoor wear can help, if you can afford it, Rain boots and good rain jackets or suits for kids, warm things for the winter. Also consider investing in some sort of reins for your son. Lots of people don't like them but if they mean you can get out it is better, and I think kids prefer the freedom of being able to walk themselves rather than having to be strapped in a stroller, which no one cares about.
You'll likely find that he gets more manageable in a year or so and your dd will be easier as well.
For indoor things, some building blocks are good, playdough - most kids like to make it themselves, baking, reading stories - but you don't need to do it all the time. Plan to do a few things with them on a day at home but they can play themselves in between. It will take them some practice if they are in nursery all week, it's a skill, but adults don't need to entertain kids all day.