I don't infer from the circumstances that the daughters are "covering" in the sense that they have information that would prove their dad killed their mom. They are probably obeying their dad's direction not to talk to investigators, issued when he concluded that his attempts to mislead them were not suceeding.
I believe SM and BM made efforts to conceal their conflict from the daughters and the local community. Any information we can speculate the daughters might have about marital conflict would be surplus IMO, in light of the recorded evidence which is much more effective. They are not likely to be called as witnesses, and like the DA I do not expect these children to turn on their parents.