You're right in the heart of the really difficult attention zone. My 2 oldest are 3 and 5, and it's MUCH better now than it was a year ago. My step sister, mother of 6, assured me the same thing when I was going through what you are. When your oldest two are 4 and 2 it's VERY DIFFICULT. So don't feel bad, this is normal, and so are your feelings.
At the time mine were 4 an 2, I was working PT from home, and my husband ALWAYS travels, and I was pregnant/had newborn #3, so there were times I NEEDED to work, undisturbed, and REST, undisturbed.
Your 4 year old can be "trained" (I say trained, because it does take discipline at that age) to play independently for windows of time, and it is good for them, so don't feel bad. Your 2 year old, not so much, so you'll want to enforce "independent time" for the oldest during 2 year old's nap time.
You need to get the 4 year old all set for 'alone time'. Big lunch before hand, lots of attention that morning, etc. Clear a space with only ONE activity in it. A toy room full of toys will only overwhelm, and they'll come nagging. Let the 4 year old know that for x amount of time (20 minutes tops) they need to play with that activity. If you need a longer window, put in a (gasp) movie. Explain that if they come to to ask you for stuff, you will not allow it. When they come to pester you after 5 minutes, give one calm warning to stay with what they're doing. Enforce with discipline a couple of times. After 20 minutes of playing independently, go, engage for a few minutes, play a couple of minutes, offer a snack or drink, and then assign another 20 minutes and enforce. Over time if you are clear and firm and give lots of attention (as you are) the rest of the day, they will get used to the routine of leaving you alone for a while after lunch.
I used to get 2-3 hours/day to do my work this way when my oldest was 4 and youngest was 2. Now at 5, she directs the youngest (now 2) to leave me alone when I'm in my studio, and my 3 year old has always known how to entertain himself, since the system was in place since he was 2. They all occupy themselves during my work time for a couple of hours. My younger two are learning to leave my oldest alone during her piano time, because they understand people sometimes need to be left alone to work.
It takes some discipline, calmly delivered, but they do become happier and more independent too when they don't constantly need you, and they see you are busy, and they get praise and treats (trip to park before dinner etc) for playing well on their own. I would get work done this way in the afternoon, and THEN set them up for dinner (in front of the TV-sue me-my husband is gone 8 months out of the year) and I would whirl around doing housework while they ate.
Then we would have lots of books etc before bed. So basically, I entertained them all morning and for errands, gym, etc, just like you, then I got stuff done in the afternoon, then some sort of late afternoon thing together, then I left them alone for dinner, and gave them more attention before bed. When my husband is home, we all eat together, because he's pitching in on housework.
Don't yell at them to go away, just condition them and enforce, and they'll get it. Hang in there, honest, next year when your oldest is 5, it will be much better if you train them now.