I was going to suggest everything Marda and Sherry said, with an emphasis on a baby gate to prevent them from coming out of the room. Sounds like they think bedtime is a game, but it's one you won't have the time or energy to play in about 3 weeks.
With the new baby coming you really need to simplify your life by putting them both down at the same time, especially if you and daddy want time alone. Put them both to bed at 8 pm, after their bedtime routine. I keep things fairly quiet and my voice soft, and we do a bath, rub down with nighttime lotion to relax him, pj's, teeth brushing, 2 books (singing hypes him up), potty, kisses, lights out, door closed. He gets to keep a sippy cup of water with him, and I don't let him get up to potty as he was using it as a ploy to get out of his room.
After this point all talking is in a whisper, our "time to sleep" voice. If he fusses and calls out to me i sometimes go back in after a few minutes, keeping the lights off, give him a hug and more kisses, then tuck him in and leave. If he fusses anymore I'll wait a few minutes then go to the door, not in the room, and tell him I love him and it's time to sleep. Sometimes he cries a bit, but if i would go in or stay with him until he was asleep he'd keep it up and would stay up until 10 or later...uh huh.
I read last week about a mom who camped out in front of her child's room, so when she got up and opened the door she saw mom, who pointed to the bed without saying a word and after a few nights her daughter got the picture. You or dad could sit a chair there and do it.
Get both of them up at the same time in the morning, and make any adjustments you need to your daughter's nap, timewise or the length of it. Hopefully you can get this situated before your new baby arrives, and congrats! : )