Yup, sympathy here! And, as usual, I can't just have sympathy, I have to try to help. With a long post. But you know me!
And, yes, do make sure you don't repeat yourself too many times with the same directive/command. So only 2 times do they get the instructions or the warning, otherwise, why would they listen the first two times when they know there will be a 4th or 5th time, and they'll only listen when you get "that tone" in your voice and you are about ready to knock some heads. It's super easy to get into the habit of repeating yourself ad nauseum, but be careful.
Now, with 4 yr olds you just can't say "put on your shoes" and expect them to do it immediately like they're in the army. PERHAPS you could do that with 7 yr olds, but not 4's. They dawdle (god, do they DAWDLE!!!!!!!!!!!!!!!!!!!!!!!!!!!!!) and take freakin' FOREVER to do the SIMPLEST G-D things!!!!!!!!!!!!!!!!! Also, frankly, they were quite busy playing with legos (or chasing the cat, or climbing onto the top of the fridge) and it takes a minute to stop and do something else like put shoes on. So make sure you do give them ONE warning.
Can you go over and touch each child when you say something? Example: Rather than calling from another room 'time to get your shoes on!' you'd: 1. go into the room and say DS, DD, in 5 minutes it will be time to put your shoes on to go to school - simply touch them on the shoulder or arm as you say it. This way they FOCUS on what you are saying instead of tuning out. Then leave the room.
2. in 5 minutes (or 3 or 6, they can't tell, so just give it "some" time) go back into the room and TOUCH DS and say "DS, time to put your shoes on," then touch DD and say "DD, time to put your shoes on."
3. then go get your shoes and coat and car keys, and go back in and say "good job, DD, you have your shoes on, you're ready to go. DS, do you want to do it yourself or do you need my help?" and he has 1 second to either start doing it or you just do it for him.
AND.... if you are feeling that one of the issues is that he is trying to control things and WANTS you to do it but you are trying to increase his independence, then instead of that you walk back in with car keys and say, DD is ready to go, let's go! and walk out the door.... DS is now trailing in bare feet and holding his shoes, whimpering about how he didn't get his shoes on. You can stop on the stoop outside the house and say "I told you it was time to get shoes on, now do it." and give him a second, if he doesn't, then you walk to the car (holding DD's hand so she doesn't start taking off her shoes) and he has to walk in bare feet down the hot walkway (it's summer after all). And he'll get it, believe me, after a few of those types of trips. BUT you aren't angry, you are just stating (so calmly, it's unbelievable) a fact "I gave you time, you didn't put them on, now you need to come anyway".
And... that type of thing will work, what? 40% of the time? Perhaps 50%? Perhaps more like 30%. Sigh. Really, it's this age that has them being independent enough to do stuff like shoes on, potty, blah blah but with zero time management, and little impulse control. So they are starting to put on their shoes, but then they see the trains, and they stop to play with them..... and no shoes are on and the trains are out. Sigh. And you have TWO! So much of this is waiting it out, truly, for them to be older, and setting them up for success - make sure YOU plan their wakeup so that there is enough time for breakfast, getting 2 dressed, shoes on, potty'd and out the door - so if you need to get up 30 minutes before they do to be showered and dressed, great. If they need to get out of PJs earlier than you've been letting them so you don't have to try to HURRY preschoolers (the kiss of death is trying to rush this age group), then so be it. So rethink the morning routines, and all those other things so you can troubleshoot and plan for success.
And, I would second mm379 - for those things that are done the same way, in the same order, every day (have breakfast, brush teeth, shoes on, get backpack, into car to school) I'd make a list and make 1000 copies and let them monitor their own behavior - do the first thing, cross it off, go on to the next thing. Use clip art, put a picture/icon of eating next to the words "Breakfast", then below that a toothbrush icon, then below that shoes, then backpack, so that each item is on it's own line, is done in a picture (they are pre-readers), and they can easily cross one thing off before going on to the next, from top to bottom. I'd even print them on two different colors, so that DD's is always green and DS's is always purple so they can always know which list is there's, and they can monitor. Tape it to the door, give it to them to take with them on a small clipboard, whatever works for you. That way you aren't nagging, and they can see what's next and see progress. And you can say "check your list to see what's next for you, DS." to keep him on task.
For things like going to bed, getting ready and out the door to school, these lists are useful. I used one every day for one of my 4 yr olds who just could NOT focus after lunch to get get his lunchbox cleaned up, teeth brushed, blanket and pillow on mat, and to visit on another child's mat over a book before the lights went out. Our rules was: the lights go out at the same time every day, and at that point everyone had to go to their own mats and go to sleep (or rest) so if you weren't done with everything, there was no visiting - and he just could NOT focus, but by using the list he focused and was able to visit with a friend with plenty of time to spare, it was a joy to see after many weeks chronic failures and tantrums. (Daniel, what's next on your list? is something I said for months until he was able to use his list without any reminding from me - Daniel is now 22 yrs old!) I have been in love with the list for preschoolers ever since that part of my teaching life.
AND if just doing and crossing off the list doesn't work enough for one or both kids, then an incentive might be that IF you go through your list quickly enough (by the time the big hand is on the 4), you will have time for a quick book with Mommy, or you will get to help me wash the table, etc. So if one twin flies through the list she/he gets a reward of time with Mommy - other twin dawdles, screws around, then no book/table washing with Mommy. And that's a natural consequence. The next time you hand out a list, you might want to remind said twin "remember, if you go through your list before the big hand is on the 4 then you get to have special time with Mommy" and see if that is motivation. But of course, if it takes 20 minutes or 5 minutes, the goal is that they go through their list without you having to drive them so hard, so the goal should be going through the list and crossing things off, not getting to have time with Mommy.
For all their frustrating DAWDLING, etc. they are also funny, can tell a story, have a good sense of humor, are starting to tell jokes, are really smart and ingenious in their thinking, and that helps to balance all the other frustrating stuff. But at the end of the day as you are getting into bed, what you remember is all the bad stuff, because that's human nature and parenting nature. SO to counteract that, no matter what else happens before you go to bed, can you either think of ONE thing that each child (a different one for each child, no cheating bec. they are twins!) did that was wonderful/fabulous/good and either share that with your husband or at least just say it out loud to yourself? That will make you remember that DD said that funny thing when she saw the parrot at the store or DS did the nicest thing by giving the little girl at the playground a ride on the swing......... and you'll feel like the day wasn't a complete non-compliant loss!
When you are remembering being compliant as a child, unless you are very unusual, you are remembering when you were in 1st or 2nd grade (or even later), not when you were 4 yrs old. Our memories usually don't go back that far so you're not comparing apples and apples. (and maybe your husband wasn't, ahem, all that compliant, so it might be his apples that you two are reaping right now, LOL - ask his mother for the honest to gosh truth about his little boy self)
Oh, and you didn't take them out to the store much when they were little because there were two of them, so they also need more time out in stores to get good at that. By the time a singleton is 4 yrs old, they've been to the store 1.2 million times from the time they were 3 months old, LOL. I remember you saying that for the most part when they were babies and 1 and 2 yr olds that most of the time you went alone while your mother was with the kids at home. Totally understandable, but remember that they simply haven't had the 1.2 million repetitions of being at Stop and Shop.
And they probably need about 2 more times of abandoning the cart in the aisle and taking them outside and driving home without those beloved popsicles that they wanted to get them to really GET that they have to comply in a store. Remember not to give too many warnings for good behavior, mete out those consequences. I'd totally have 1 sit in the cart while the other walks, period. Two of them not holding onto each side of the cart while you're shopping, so that they are only god knows where? Yikes. So I wouldn't bargain, or cajole (if you're good, and you listen, you can both walk) - I'd say that X starts in the cart while Y walks, and at the same spot every single time (in the middle of the cat food aisle) you switch them. Period. Every time. Even if you don't need cat food, you go down that aisle. So they know and it's predictable, but you have some measure of control.
Except you are now going to say your son climbs out of that cart, right? this is the child whom you found ON TOP of the counter or refrigerator after he dragged a chair across the room, hopped up onto it..... Then I go back to - patience, it will get better when he's 5 yrs old! (and having a good stiff drink at 6pm, lol!) The only thing is, you can't just give up until they turn that magical age, it's more like you repeat yourself (lather, rinse, repeat) for 5 years and then you realize that, ta da, they DO listen to you more than they don't, and just 6 months earlier they were NOT listening that much! Kind of like tranining a golden retriever puppy, only that lasts only 2 (long) years, I kid you not!
Oh, and at school they conform better, faster, because honestly, a school with 12 or 16 kids doesn't have time to wait for every single child to get on the bus and put their shoes on- things are done in the same order, at the same time for a reason, so kids know what to expect, and then they really just kind of have to get on track because the rest of the class is going outside, and if they don't want to miss all the fun, they'll move it along! (and the teachers know which child they need to send to the potty first, because she/he takes much longer than the others, so in the time it takes that one child to be in and out of the bathroom, 3 other children have also moved through the bathroom, so that first child has a hope of getting his/her coat on in a timely manner - this is how we meet all of the childrens' needs. Or we create a list system for mm's child who has sensory issues and gets distracted easily)