On the kink side of things, I wonder if part of the issue you're having is that you see it as a role you are playing (you mentioned several times that you need to up the amount of time you RP, which I'm guessing, as a geek myself, is short hand for role-play) while for both Red and Blue being a little is an inherent part of who they are. So you are coming at the whole idea like it's a fun role-playing game you do sometimes in order to fulfill their needs and they sense that and it's why the whole thing feels not quite right, but they aren't able to articulate what is wrong, because from the outside, you are doing everything right. So Red tries to give you feedback but even if you take it and improve the things she says, I wonder if the underlying issue will still be there.
I second whomever suggested getting an account on FetLife. It's helped me immensely when one of my relationships turned into a D/s after years of casually dating as FWB when time and energy allowed.
I'm not naturally submissive, but when I'm interacting with my Dom, Sam, I'm not role-playing the part. I'm his submissive, through and through. He can and does ask me to do things that anyone else would get a F*** off for and I willingly do them for him, with no problem. I follow rules he gives me, which in other relationships would cause resentment but with Sam it makes me happy. Being his submissive is a part of who I am, it's not a role I play because I know it makes him happy.
On the texting thing, since you are here Daddy, it really wouldn't be out of line for you to set up a rule or boundary or whatever, that she needs to text you good morning and good night every day so that you know that your baby girl is safe. I'm pretty sure that you don't feel comfortable with that idea, but it is well within what DDlg dynamics function like, from what I've read on FetLife. Maybe stepping up and doing more actions like that will help Red and Blue both feel like you're serious about being their Daddy.