I think most of us struggle with some kind of feeling of guilt, in that our kids home is not "their own" anymore. My kids were turning 3, 7 and 9 when I started to do home daycare. It was an adjustment, for sure.
I learned that they do need a space that they can go to for some privacy. The bedrooms are off limits to daycare kids. If there is something special that they do not want to share, that is where it is kept. They can bring it out, but then are expected to share it.
I like that you have allowed them to go into your room and do something on their own as well. As long as they are keeping it quiet and not teasing/talking about it to the other kids, I don't see that as a problem.
Since your kids are little, can you do just one special thing at the end of the day when all the dc kids are gone? I know that you're tired and have to get dinner on, etc. But perhaps even starting a routine of the three of you sitting down on the couch to read ONE story. Then mommy gets supper ready, or what have you.
I find it tough because now that my kids are older, we are quite often rushing out the door to hockey or lacrosse or dance, etc. But they are old enough to rationalize; if mommy doesn't do this, then YOU are the one going to daycare.
On that note; when the guilt sets in: remember that you chose this business for some very valid reasons. And in my mind, those reasons outweigh the "toughness" that your children are going through. As a mom, you are probably going to feel guilty no matter what you do, it's just the curse of wanting the absolute best for your children in all ways!! But if you think through the alternatives, like working outside the home yourself, you will probably find that this is the LEAST guilty alternative.