The women, aged 30 and 33, who were shot and injured, were discharged from hospital on Thursday, and immediately taken to a place of safety.
Their new location, photographs and names may not be revealed in the media.
On Tuesday just after 11pm, gunmen kicked in the door of a Wendy house in Melton Road in Clarke Estate and opened fire.
Neighbours claim the house is allegedly a pela pos for members of the Young Ones gang.
Three children and a 19-year-old man were killed.
They include siblings Toslin, 10, and MJ Samuels, 12 the children of the 33-year-old woman and their 12-year-old cousin Adrian Alexander the son of the younger woman.
Vineto “CJ” Africa, 19, who was a friend of the 33-year-old woman’s boyfriend, also died at the scene.
It is alleged that the men are members of the Young Ones gang, and police said Africa was the intended target.
The men had apparently received death threats days before the shooting.
Toslin, MJ and Adrian were watching television in the front room, while CJ slept on a bed. They were all shot in the head and face.
The women, who were in bed in the back room, were wounded in the back and thighs.
They managed to escape and called for neighbours to alert the cops and emergency services.
Neighbours saw the hitmen, who were arrested within hours. It is understood they are members of a rival gang, the Terrible Josters.
The trio are expected to make their first appearance at the Goodwood Magistrates’ Court today.
A memorial service is expected to take place today at Clarke Primary School where Toslin and MJ were pupils. Adrian attended Holy Trinity Primary School.
On Thursday Imraahn Mukaddam, of the Elsies River Community Policing Forum, asked people to refrain from identifying the two women on social media.
“I can confirm that the mothers are in protective custody after being discharged from hospital.”
It is believed the children were killed because they saw Africa’s killers.
The two men who have been arrested in connection with the murders have appeared in the Goodwood Magistrate's Court on Friday.
Rowan Stuurman, 31 and Peter Nokewe, 36, are alleged members of the Terrible Josters gang.
They are expected to apply for bail during their next court appearance.
Stuurman and Nokewe were arrested hours after the brutal killings.
The matter has been postponed to September 27 for bail information.