I'm a stepmum and my brother is currently divorcing my SIL, so I'd like to offer these perspectives:
Why is the ex doing this?
The reason the ex is acting this way is out of fear. The eldest daughter is 16 and youngest is 12, so realistically she only has about 2 years left of full maintenance payments, then it goes down and stops completely 4 years after that. Given that she is not working and is unmarried she is potentially in a precarious position. Its very likely she could be saving the CMS and then pressurising your DP to make up for what really needs to be paid so no one notices. So part of the emotional blackmail is actually a smokescreen so no one questions where the money is actually going. My ex SIL is actively doing this right now, despite being given a VERY generous settlement, that includes property and a cash lump sum of close to 7 figures! she was trying to get my brother to pay her car insurance for her (she also works full time). It seems she is literally trying to squirrel away every penny whilst she can still tap into some one else.
From the DSDs perspective
They don't understand that the above is happening and have been conditioned to think that Dad is just a cash machine and that money equals love. They feel rejected when he says no and think he loves you more because money is being spent in your house. There is a direct link in their minds reinforced by their mother, who is a powerful figure in their lives.
The only way to stop this is to break the cycle. Do as you are doing keep saying no, but I would suggest you back it up with the following to assert boundaries:
When they asked why you spent x,y or z on yourself tell them how you spend the money you have earned is none of their business. Be blunt and keep repeating
Block their number on your phone and tell them you feel they do not appreciate the support you give them so you won't be available until they show you respect.
This is the hard part, your DP needs to tell ex he will be reviewing the CSM payment as he needs to consider how much additional spending is being requested. Tell her that he will look into the CSM level required and will go back over the last 3 months to review what has been requested so that he can ensure he has sufficient funds going forward to meet such demands. When she kicks off (which she will) tell her the CSM can stay at the higher level on the condition that additional spending is restricted to birthdays and Christmas and at his own discretion.
I would deliver the final part and then switch the phone off for a week or until the next contact. If she refuses contact then say okay, on that basis I will reduce the CSM to level it should be. He will need to be absolutely firm on this. He is trying to assert boundaries and teach his daughters respect. If he can't do this then I think your concerns about a future with him, however lovely he is are valid.