More then likely it is completely anxiety. He is figuring out when he sees her you are leaving. I went through this with my three year old in preschool, for two weeks he was fine, then all of a sudden it was a meltdown each day.
If you feel he is fine, like no real reason behind it and your daughters are fine, I would say just kiss/hug and walk away. It is horribly hard, when you have one screaming and crying but I learned if you prolong the process it will make it more stressful for him. Give him a good month before any alarms go off compeletely. I also did a kiss sticker with my son, put a sticker on his shirt and kissed it first and told him he could look at that if he missed me, reassure your son you will be back. At one he has no concept of time either nor a sticker really in that sense, just hug him and leave though and don't linger. He will adjust just fine and look forward to eventually. It took a good few weeks for us to do preschool without any tears. He did this the other night at the gym daycare, he was fine then had a meltdown half way through when other moms were picking up their kids.
I wouldn't worry too much, just keep an eye out, get a report on how he ate, napped and so on and make sure you feel a gut instinct the daycare is safe and good. Most kids that age go through this.