In the State of Missouri, judges have the ultimate discretion. The statues state that children have a say when they get older, usually around 14. If your daughters' have expressed a strong preference, when you file your Motion to Modity the Judge will appoint a Guardian ad Litem. Your daughters will have to express their preference to the Guardian ad Litem.
Custodial preference of a child is one of the factors that a court considers in awarding parenting time (viisitation), but not the only factor. The Court would want to know what is going on at the father's home, and why the kids do not want to return. The what and the why would be very important, on the final outcome. Probably time to visit with your attorney.