S.T.
I can give you the perspective of the "new wife" and how things went when my husband and I got married. My husband has two girls from his previous marriage, and when we met they were 3 and 4, when we married they were 5 and 6. (now they are 7 and 8)
I have always made it a point to tell the girls that I will love them and take care of them like a "mommy" does, but that they have a wonderful mommy and I am not here to be their mom, but here to be their third parent. Though they were very young when first hearing this message, over the years, they have come to understand what that means.
My husband and I welcomed our first child, my husband's third daughter, and the two older girls love her and have never had issues with her, especially since our youngest is with us all the time and the girls aren't. You see, the girls live with their mom in Louisiana, and we live in Colorado. We don't get to see the older girls as much as we'd like, and we have never exhausted the search for a position for my husband closer to where they live. Unfortunately, for the work he does, we need to remain in Colorado.
Over the years, our older two girls have come to love that they have so many people in their family. They have two sets of grandparents here, cousins, aunts and uncles, and are embraced and loved by them all so much. My family has taken to the girls as if they were "mine" all along.
I don't call them my stepdaughters, I call them my daughters. I always have looked at it from that lens...
To tell you an amazing thing, we are ALL going to Disney World this summer - me, my husband, our three girls, and my husband's ex-wife. To have us all there on a trip that the girls (us too) will always remember, is such a gift. All three of us adults are looking forward to it, and see it as a celebration. How powerful for the girls to see both sides of their family come together at such a magical time.
I haven't really ever seen serious issues from the older two girls that their parents are no longer together, and that their Daddy married someone else. The girls love spending time with me, and give me lots of hugs and kisses and love.
They have their own room with their own things - things that no one else can play with or touch unless they are here. They helped to decorate their room, and helped pick out their bedding, etc. They even painted pictures to hang on the wall. I have put photos of all of us in their room, and they each have a bulletin board where they put ticket stubs to movies and places we go together - notes from us, etc.
The older two girls have asked my husband, "Do you still love Mommy?" My husband always has and always will respond to them, "Yes - I love your Mommy. She gave me both of you and I will always love your mommy for that. I love S. as my wife - I love your mommy because she is your mommy." The girls seem very comforted by that answer and perhaps we will further need to explain what his "love" for their mommy means as they get older - if they even ever ask that question again. Other than that, things have been pretty smooth.
We are very careful that we are as consistent between houses as possible - similar schedules, similar discipline, similar expectations, etc. That way the girls don't have to try to figure out what's okay at one house versus the other house. It helps them to have consistency, routine, and predictability. We think it makes a difference.
When there is a problem with behavior (at either house) or something happens at school, etc. we adults keep in touch about that and really try to show the girls that all three of us are actively co-parenting as much as possible.
Sounds like you and your ex-husband, and his new wife-to-be, have a positive relationship and that you want to do what's best for your family. Right there puts you so far ahead of so many others that struggle with conflict, resentment and bitterness. There are always hurt feelings and things to work out among adults when there is a divorce and a new marriage, but when you stay focused on the kids and what is in their best interests, you can't go wrong.
Hope this helps a bit... I am very blessed to have the girls in my life, and have come to appreciate so much what their mom does for them every day (by herself). It's a lot of work to be a parent (Mom or Dad), and your outlook and attitude is so great in your post... keep it up and know that it seems that you're definitely on the right track!