Hi... sorry to hear youre having such a problem. I have my 3 girls in the one room. DD1 was a little like your dd1.... in and out all night til she fell asleep and would creep into our bed and sleep with us. Any time we put her back she would have a massive tantrum which is not something we wanted during the wee hours. It took us ages to get her like she is now (a kiss, cuddle, goodnight, close door). I was so sick of having to put her back all the time so I resorted to sitting with her in the dark for ages until she would fall asleep. Then we did story time in the dark, we did counting, singing. Sometimes I would sit there with her for a few hours. It was pretty crap actually.... I wasnt enjoying her at all at nights. ABout 6 to 8 months ago, she just decided she could do it. She was about 3.5years old.
As for nights we made a rule of no kids in with us until after 6am unless they were sick. So we just kept putting them back to bed.... with dd1 we always had to lay with her til she fell asleep... she also grew out of that,
DD2... just went with the flow of it all and when she went into a bed at 18 months she was a bit of a pain to keep in but got the hang of it.
DD3 is only 6 months old....

One thing I would tend to agree with if they are sharing a room is to keep their bed times the same. That way they can talk to each other, tell each other to be quiet... And then you dont have to do 2 seperate routines... you get to finish up with the both of them and have some well deserved you time. I hope she works it out for you real soon.