I am sorry to hear you are going through such a rough time. Please open up to your therapist because they can be very helpful and if you don't then they won't be as effective as they can be. They hear a lot of things and don't worry about what they think of you because they are there to help and not judge.
I would make sure the courts garnish your ex husbands wages, if he is holding down a job you can get your fair share for your girls. It is very sad when a father walks out of his children's life because he is angry with the mother. He is not hurting you but he is hurting his children.
Since you are worrying about your children right now, make sure you have a will with who will be the guardians of your children. Knowing you have that in writing will ease your stress over it. Most likely your hormones along with what you are going through is causing the extra anxiety.
If you still believe there is a creator then why not continue to pray? If that will bring you comfort then find a way to continue to talk to your god.
Try to do some relaxing things to release your stress so your girls don't feel it.
There is nothing wrong with going back to your family in a time of need, it does not mean you are a failure.