If you leave, will you not get child support and/or alimony to help you get your own place and take care of the girls? I cannot even fathom staying with this man--you have tried counseling and it isn't working. What more can you do? Is he cheating? If his friend doesn't even know where he is, then who is he with?
I am really sorry that you are in this situation. I was in a bad marriage too and after three years I left. I was lucky that I could afford to fend for myself and my kids, but if I couldn't, my parents had already told me I could come home. Do you have friends you could stay with? Or a relative? Rent part of a house and have some female roommates (you want to ensure that your daughters are always safe). My opinion is you have one life to live and you do not want to waste it being miserable. It doesn't sound like staying together is providing much of a family for the girls, so you should figure out a way to do it on your own.