Two step daughters who lie and steal.?

I have two step daughters, ages 12 and 11. They both steal and lie. Usually, it is just food and small things. Once the oldest took $12 off the table. Here is a little background info. Their real mother hasn't seen them in 3 years (no telephone calls, cards, nothing) and before the last time she saw them it had been 4 years. She does absolutely nothing for them and never has. She even states that she doesn't care nor have the time. Anyways, I know that most of this probably stems from that neglect and abandonment, but I don't think that it makes it excusable. We have put them in counseling for over a year and nothing has changed. We have tried all kinds of different punishments when they get caught (reward chart, allowance, presents, grounding, privileges being taken away, exercise and twice). Nothing works. The oldest is also very manipulative and a super drama queen for example she is in volleyball and they have to run 2 miles every week to keep in shape when we take her to the track she cries and pretends to throw up but only when other people are around if no one is around then she is just fine. She will do whatever it takes to get attention (we give them so much love and attention that we don't even have time for us anymore). Obviously, the younger one has followed in her footsteps. They both call me mommy and have for the last 5 years, but the oldest one will frequently say I want my ''real mommy'' and will tell her sister that she hates me but only after she gets in trouble for doing something that she KNEW was WRONG. I am tired of it----I do a lot for them and I treat them no differently than if they were mine--nobody except my family even knows that they are not biologically mine. Also they have even attended a Reality Check program through the Sheriffs department and the very same night we were back to square one. I don't know what to do. Its to the point that I don't want to be around them and that hurts me because I love them so much. Also they have started lying and stealing together and then banding together and not telling on each other or telling the truth; therefore, we don't know who actually did what. What worries me the most is that they are able to keep lies up for months at time and I personally think that they are a little bit sociopathic. Someone please help me!