You sure are in way over your head, and my gut churns just to imagine what your life is like. But after I simmer down a little, I start to realize that your exhusband's threat is not as dramatic as it sounds. And your parents don't own you just because you're currently in refuge there.
Your first priority to resolve is your standoff with your husband. He says he misses you and wants you to come back, now that he's gotten rid of your second daughter. He's got a problem with naive rigidity and possessiveness over his house and leaving you with no power of your own with the excuse that it's all his territory. That has to change, and the best way to do that is to tell him you will come back to live with him AFTER both of you have had enough couples therapy sessions to get some agreements worked out about how you will SHARE decision-making power when you are living together.
It is often a bad start for a marriage for one partner to move into the other's homestead without some pretty serious adjustments in the homeowner's territorial expectations. His rules and reactions to your daughters should be discussed and negotiated as part of those adjustments. Whenever possible, many therapists would urge new couples to buy or rent a new house together, so that there aren't any unfair power levers in the marriage contract, and you both start out on equal footing.
He's likely to accept that he needs to bend his rules to accommodate your personality and your love for your girls, since he's been unmarried so far for very good reasons: his rigid authoritarian personality style is first among them.
You'll need a therapist who can direct your interaction masterfully, so nobody with less than 5 years consistent experience in marriage therapy should be considered. They should have very specific training in couples therapy, and not just "cognitive-behavioral" or "psychodynamic," but "family systems" oriented and/or "emotionally focused couple therapy." You can interview several prospective marriage therapists over the phone and tell them that you will have to confront your husband's authoritarian household attitudes and you'll need a strongly supportive director for that effort.
You might need to get a few sessions of women's assertiveness training solo or in a group before you are ready to approach this issue. But if you are still drawn to him by loving feelings, then your marriage has some pretty good stuff in addition to all the ultimatums.
Now that both girls are away, you two have a chance to rebuild a loving bond. But that doesn't mean you need to let him chase away your younger daughter as a price of getting a husband back. That needs to be included in your therapist-led negotiations, and your daughter might need to be invited in for some sessions with both of you.
Your exhusband sounds powerhungry too. Did you have your words stuck in your throat when it came to wielding your power in relation to him also? Did both of these men have more money and professional power than you and push you around with that?
That's enough for tonight. I look forward to what you have in response. You will not get out of your family role as pacifier/placater (but feeling brutalized) without a powerful mentor and guide as therapist for this best-shot attempt to renegotiate and restart your second marriage. And you can name it a "Restart" when inviting your husband to join you and commit to making the therapy work. That by itself should be a big enough challenge for him to make him think twice or more about whether he's up for the (secretly scary/embarrassing) ordeal of submitting his petty-tyrant kingship to an arbitrator/referee that knows more than he does about making a marriage healthy and rewarding, and a blended-family parenting healthy and rewarding too. Your exhusband has no role in this therapy, tho his leverage over your daughters might come into play if the sessions extend far enough into restarting the blending choreography too.
If you don't hire a couples therapist with prestige, skill, power and confidence you won't succeed in restructuring your husband's authoritarian lifestyle. Can you assert yourself to your own father without triggering a "my way or the highway" battle? With your therapist as trainer, you might start your assertiveness practice with your father, and then find that your husband isn't as hard to budge as you've thought. You'll also get a challenge even motivating your husband to go to counseling with you, because most men are "dead set against any dumb therapist messing with their heads" because they're privately feeling shame if they can't solve all your problems by themselves. So they'll try everything they can think of to avoid having to show up "incompetent to fix their own marriage." And they haven't a clue about how to do that.
Enter the therapist as expert and lion-tamer.
Norman Brown, PhD, PhD, Licensed Marriage and Family Therapist