I would definitely recommend own bedding if poss, as it is nice to have personal things in your room and not 'school' bedding. On this note, I also recommend printed photos or other decorative bits for sticking on the wall (they are entitled to personalise their areas so should have a pinboard if not allowed to damage the walls with blu tac etc).
If coming from a different country - electrical adaptors so they can use their stuff without waiting to borrow adaptors!
Check lists/contact staff for policy but if 6th form then probably mobile AND laptop/tablet, kindle if they use one. Other electrical bits might include hairdryer, straighteners.
Clothes - they might well spend more time in PJs/'slobby' clothes than you think, so definitely have them take more than one pair of 'cool' pyjama bottoms/trackies/nordic leggings or whatever is 'in' right now for hanging around in the evenings/weekends. Also there may be rules on not wearing tiny shorts in common areas of the house (especially if the house is co-ed) so if they wear shorts for bed it's worth having long trousers for chilling out in places other than their bedrooms!
Whatever the list says in terms of underwear, send extra, nobody likes to be on the wrong end of a slow laundry delivery (or run out because they have hoarded their dirty clothes for too long!!)
If you are unsure on casual clothes etc don't worry, the use of online shopping is rampant in most schools and the desire to fit in so great that you might find your daughters want some new things after they start - you might be better budgeting for a bit of a spree during the first term so they can buy what they really need/want, rather than over-preparing now.
Finally, be aware that storage can be a nightmare so if you are local(ish), make the most of being able to take home summery stuff at half-term and swap it for wintery stuff. Remember how much space uniform and kit will take up in their rooms before you get to their own clothes! It is a major annoyance at most schools (especially for 6th form girls!) that they have quite limited storage in their rooms.
I hope they have a fab time!!