My advice would be to nicely tell your wife that you are still married currently...regardless of what the future holds. Ask her to keep OM away from daughters until a decision has been made about the future of your M. Tell her it confuses them and you would hope that she wants to set a good example for them, especially when they become adults and will get into serious relationship leading to marriage.
You are their parents and they learn from you...they are not going to think to much about their mom in the future if she keeps this up.
I also have a D5 who was devastated when H left...It was hard enough to get her to understand what was going on without the added stressor of a SO.
Be forceful about your decision just not confrontational because as we all know, it gets you no where.