Hi Paula.
I'm sorry to hear your cats are taking a while to settle in and seem shy and anxious. This is a really common issue and this is especially the case if the cats were not well socialised in their first few months of life or are not used to living in a family home.
We need to be really patient here, to build their trust and confidence. The more we try to rush or force interactions, the longer things will take.
Let them come to you when they want; it should be their choice and on their terms.
Try to ensure the home is calm, quiet and predictable and that they have a set routine.
Start by setting up their territories (they each need separate territories) so they have everything they need including a bed, cat tree, scratch post, litter tray etc.
They should also have 'hiding places' like cardboard boxes, where they can have time alone.
I'd use a Feliway calming plug in and would also add some calming supplements into their food each day.
We can play 'low pressure' games near them. Things like pointing lasers and dragging feathers. If they don't want to join in, we can try again tomorrow. If they do play, great!