It isn't possible to determine exactly what's going on, but it is clear that there are some inappropriate behaviors happening. A father should not be sharing a bed with his teenage daughter.
Stay broken up, and block his phone number, and don't look back. This isn't a situation that is going to fix itself, nor can it be explained away. If it is later revealed that something is going on and you knew (or should have known), it could come back to haunt you.
Second, if you have a feeling that sexual (or any other) abuse is occurring in the home, you can anonymously report to child protective services and let them determine whether the evidence is enough for them to start an investigation. I can tell that you care about the girls and are genuinely concerned about the situation, so if you make the call, you'll at least feel confident that you did everything you could do.