Poor you - this must be heartbreaking.
This hasn't happened to me but I work with teens and although older than yours, most of them have separated or divorced parents. They all say the same thing; it wasn't the splitting up that did the damage (in many cases they are bitter that it didn't happen sooner) it was the lies one or both parents told about it and the feeling that the non-resident parent had discarded them, both financially and in lack of presence/contact.
So I'd advise you to tell the children an age-appropriate account of what's happened - that you've split up but that you both love them just as much as you always have and that they can still spend time with him even though he won't be living with you. If they ask questions, don't lie though.
I'm afraid it's very likely there is someone else, but he's just covered his tracks and made sure you can't find any trace of her. There's likely to be an alternative Facebook account and a spare phone involved. In the unlikely event that children of this age will ask if there's anyone else involved, all you can say is that you've been told there is not, which is after all the truth.
I'd advise you to get legal advice as soon as you can and agree residence and contact, but not in your home. To him, confine your conversations to the girls, finances and the practicals and above all, don't ask him to re-consider. If he's going to come back, he will only do so if he thinks he's lost you for good.