Have you challenged them on this? Asked them why they're being rude? What was the response?
Maybe you shouldn't "do things with them" if they're so hurtful. Let them know you don't spend time with people who say mean things. (You may hear a chorus of, "Sorries" and "Oh, I was just jokings," lol!)
Letting them know you'll call mum, as someone else suggested, is a good idea, too, imo. But you have to be willing to go through with it.
If all else fails, though, I would let dd know that I can't be alone with the gss - that they make nasty remarks to me when she's not there. She may defend them to you, but I bet she'll have a talk with them, as well.
If they're only doing this when she's not there, then they probably aren't allowed to speak this way and they know it. Yes, telling their mum may cause a "problem" - they may get punished - but they will have brought it on themselves. They may be angry at you, but they'll know not to disrespect you again.