When you made changes to the reservations of your wife and daughter's did delta present you the new itinerary that you had to confirm before proceeding with the changes?
Did you read it carefully, or did you click continue or something like that thinking delta must have booked them on the flights you picked?
Did you get an e-mail confirming the changed reservation for your wife and daughter? Did that e0mail indicate that they had an international itinerary, the one you booked.