How trying for you, especailly as your children are both so young and you can't let either of them wander too far away.
Like Mears, I adopted the waving goodbye and walking away strategy. If you are in a safe place, not near roads, etc, could you try it, if you haven't already?
If I were you, after giving the 4 year old warnings about leaving, I'd then concentrate on getting the 2 year old ready to go. Tell your 4 year old that you are leaving the moment your 2 year old is in the pushchair etc.
Then say to the 4 year old, we're leaving now. If she refuses, wave goodbye, then start walking away slowly, not looking back. Takes nerves of steel! If I do this with my son, he usually comes running once he sees no negotiation is possible. Of course there are times when it doesn't. I have to time it, and look back now and again for safely's sake. But even if you do this, you can still keep walking. If my son is defiantly standing still, I wave good bye again, turn my back and continue walking. It's a matter of who cracks first, and once my son knows I mean business, he comes running.
I don't know if this would work for you - I first started doing this when my son was coming up to 5 years old. At that time I had no other children to worry about, so I was in an easier situation than you. I still use this tactic now I have a 2 year old. My older son is 8 years, but of course I do not have to watch out for him as much now.
HTH