Tell me how you are doing "sleep training" like, how do you get one to go to sleep while the other is crying? Or what do you do in the middle of the night when one wakes up and cries, therefor the other is now awake and crying? (Splitting them into separate rooms isn't an option for us right now)
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Re: If your LOs sleep in the same room
With mine, I had all three (toddler plus twins) in one room. Total nightmare! We end up moving the twins into the one room we used for an office, guest room, playroom. DD was a great sleeper and DS was not. I just let DS cry it out and DD slept through it every single night. I don't know if yours wake each other up, but mine never do. Usually in the morning DD cries first and DS sleeps another 20-30 minutes. I don't know if I am any help, but good luck with getting them to sleep all night for you.
Now that my twins have been STTN for a while, I moved all three back into the same room to get some space back. Things are going fine so far. Could you temporarily do some room "switching" until everyone is sleeping?