His daughter is younger than your daughters. Let her have the birthday party as he had advised. When you get married, she would have to get to the idea that you'd be a part of his life.
Your daughters are oder and had probably adjusted to the family dynamics at this point.
Let him warn her mom that he is going to tell her. If you get along with his daughter, the two of you may decide to go out (plan a fun day) and then tell her. Of course, he can tell her alone (if he thinks that it is a better idea) She has to be comfortable with you though, and doing it together may ease her into this new family union.
He can first check in with her how she feels about it, explain to her that even though he's marrying you, he would still be her dad and be there for her. Whatever questions she may have, let him answer them honestly and reassure her that he'll always be there for her. Children usually fearful or get anxious thinking that the parent remarrying will forget about them once they have a new family.