I would say that you're right not to buy for them anymore. You've bought them gifts for years and found out that they don't appreciate them according to MIL. Your DH just doesn't want them upset but it's OK that you're upset, in fact he gets angry at you when you're upset.
Broken/split families are never easy to navigate especially when a new family forms from what once was 'their family'. To see you and your children happy with their dad, as a family, must be painful for any child and difficult to accept. The only way a break-up can be explained to children/teens is if both their parents are honest with them if and when they ask questions. Most relationships don't break up that way - none that I know of have. There are always casualties.
What's your DH's relationship like with his ex? Does she have a new partner? Why did their marriage break down? These are all factors that play a part in the bigger picture - it sounds like there's resentment towards you from your stepdaughters even though you have said your DH had other relationships before he met you. I would guess that once you moved in together it showed permanence - dad's not coming back! Then you had a child together which cemented your relationship further and then you got married. You're entitled to do these things, you're not responsible for how anyone feels about them - if anything it's DH's responsibility to explain to his children - but that's down to him - it's his baggage so to speak.
I think you buying presents for his children separately was a mistake, he should have put all your names on together & then him buy them something separately if that was necessary.
As you go through life it's very bumpy and our feelings get hurt by all sorts of things, there's nothing worse than ill feeling and people not explaining why or why not - you're just left with the hurt for even caring.
Good for you doing therapy, I know it's an invaluable tool when things get tough, it's hard trying to please everyone else whilst neglecting ourselves - put yourself first sometimes just like everyone else seems to xx