If they ask to borrow something then say ‘no, because you either won’t return it, or you make it really awkward when I ask for it back’. And don’t back down.
If you see your throw in SiL’s house then take it back, there and then and ask her if you’re going to have to start doing bag searches every time she leaves your house.
Issue them with an itemised hire charge bill and your bank details.
Change MiL’s name to Fagin and SiL’s name to Dodger in your phone and don’t try and hide it from them if either of them call. If one of them calls your DH, ask ‘who’s that? Fingers McGee?’ in hearing distance.
If either of them ask you to shopping, laugh and tell them that you’re not getting a police caution because of their light fingers.
Go to their house and steal things. Their toothbrushes if you know which one belongs to them. One shoe. Your SiL’s hairbrush. The washing up liquid. The tv remote. Nothing valuable, but things that will cause them maximum inconvenience, so they start to learn how it feels to have someone take things from them.
Get cross, ask what the fuck is wrong with them that they think stealing from people is acceptable, and tell them they are no longer welcome in your home and if you find one more thing is missing, you’ll call the police. Tell DH that if he lets either of them through the door then you will leave him and marry someone whose family don’t steal your things.
I once dated someone like this. We’d got to the stage where we were talking about potentially living together and how it would work, and he mentioned something about his brother coming round. Only days earlier, he’d told me that his brother had stolen all their mum’s jewellery, his game consoles, his sister’s phones etc, and yet he still expected me to have this man come into my home. I know jewellery and consoles and phones are obviously way more valuable than a throw etc, but it’s still taking something that you know belongs to someone else. We did not end up living together. Your DH might be used to it if he’s grown up with it but, to you, she’s no different than a common thief.