Sounds like a tough situation indeed. I don't think anyone here can offer you a magic solution. There are solutions, but it seems that all of them are going to be very hard.
I can only offer some perspectives on relationships that I've learned in my own experiences.
First: You are not responsible for Lily's or Daliah's happiness. Nobody is responsible for anyone else's happiness. That is for each person to determine themselves. They can draw happiness from your company, but it is not your job or place to "make" someone happy.
Second: That said, you do have a reponsiblility to be open and honest with your partners and with yourself. Unfortunately, sometimes that honesty means admitting some very hard things and letting go of others. I get the sense that both you and these partners are really trying to hang onto something in the hopes that it'll change when there is little chance of that. That's where the hard, open honesty comes in.
Third: It is possible for two people to love each other deeply yet still not be right for each other in a relationship. And that's OK.
Sometimes the hardest lesson to learn in love is the art of letting go of our expectations. Sometimes we meet a wonderful person and we just want it all from them. We want our lives to be completely wrapped around each other. But then the pain sets in when our lives aren't a good fit. Then the pain overshadows all the good and wonderful things about that person touching our lives until everything we feel for that person is somehow attached to pain. And therein the drama just grows and feeds on itself.
But if we just let go of the expectations and appreciate the goodness of them being in our lives without the wishing for more things that aren't there, we start to see even more depth and richness in the relationship. We start seeing the relationship and each other in terms of what's there and not in terms of what's missing.
It sounds like there are a few things to let go of in your relationships with these particular women. That doesn't mean necessarily letting go of them, but I'm sure you know that what you're hanging onto at the moment just isn't sustainable.
Best of luck to you!