Don't beat yourself up about being cold to W. What you seem to be confusing is that you can detach and have little contact without being cold. It is hard to do, and I fail at it all the time, but you can do it. You can talk to her about the girls and be nice and kind, but not talk to her about your relationship or personal details and even ask her to not tell her yours. You can be kind without overly putting yourself out there. I am working on this too so we can help each other.
With the girls, I understand wanting to do everything they still did. With S, after a few months of H moving out, I felt really bad because H would come with presents for him once a month like DVDs and other stuff like that. It made me mad because he isn't giving me anything and I could not give S those same things because I can barely pay the bills, but S doesn't care and neither will the girls. Yes, they are used to a certain living arrangement, but sadly that has changed and you can't expect to keep everything the same when you have only one income. I recommend talking to them and being a little honest. Don't tell them you have no money or give them all the gory details, but explain how with being separate you now have two house payments, two grocery bills, etc. and some of the "extras" will need to be cut out for a while.
Give the girls an allowance you can afford and even put it in an account for them, and then maybe they (next year of course) could choose to buy some of the "extras" if you can't or even make a list of things you cannot do as much and on special occasions you can get them one or do one of those activities. IT won't be as much as they are used to, but it will still be special. Your girls are old enough to start to learn to manage money so they will understand. What they want is your attention, which is the point of my story with my son. He doesn't care about the toys, what he cares about is I am the one watching the movies with him, I am the one singing songs with him, and honestly his favorite toy is a set of drum sticks I bought him a while ago and my pot lids. We sing and he drums. Your girls will remember what you do with them not what you get them because the novelty of the object wears off, but memories last a lifetime!
Me29 S3 H left 4/1/09 I file 8/2/10 Divorce final 5/17/11 1st http://www.tinyurl.com/25lhu52 2nd http://www.tinyurl.com/2c35ueg 3rd http://www.tinyurl.com/322yk89