Didn't want to read and run so here's a few thoughts:
No doubt you know that your DC's mean CAT scores place them in the top 1% of the country, so they stand a very good chance of passing the 11+. Here in Gloucestershire we only have super-selective grammars (meaning there's no catchment: you can apply from anywhere and they take the highest scoring DCs who apply) which means that entry is very competitive. So even for intelligent DCs like yours, it would still be worthwhile (some would say imperative) for them to do some practice beforehand. The test is two multiple choice papers of verbal reasoning only, so there's no point practising anything else. I note your DS's VR score is lower than his others, though still high. The key thing is to work quickly through the exam papers. There's no time to ponder questions you are stuck on & so practising this is very helpful. You can get lots of practice materials from this website and/or bookshops. Once you know which part of Gloucs you'll be living in, no doubt you can get some recommendations of tutors if you want to go down that route.
The timetable is as follows. First you have to register to enter your child for the 11+ in the September of Y6. The primary schools will not do this for you (in fact most of them won't be in the slightest bit interested!) Then the exam is in October of Y6. Results come out 2 weeks later and armed with that information you then submit your application form for all secondary schools (you get 4 preferences). School allocations are on 1 March. Appeals for unsuccessful applicants take place in May - July. And then the DCs start their schools in Sept.
So for your DD, this all looks fine. As long as you remember to register her in Sept for the exam (which you can do from any part of the country) she will be in the system.
Your DS has missed the exam. I don't know what the procedure is for DCs who move into the county, but there must be one. Perhaps you can still appeal? I should ring Gloucestershire County Council and ask them. There must be some process you need to follow. Perhaps Capers (who sits on appeal panels) will be along shortly to offer advice?....
If you have to appeal, there's lots of helpful advice under the Appeals section of this website and though daunting, is not impossible. I would recommend you gather together as much evidence as you can of high ability from their current school. Get those CAT scores printed out on official paper for example and keep copies of their SATs scores and predicted end of Y6 SATs.
If you are not successful getting your DS a grammar school place for Y7, you can always try again in Y8. People do join quite happily at that stage.
As for the comprehensives, I know Balcarras in Cheltenham has an excellent reputation, but you do need to be living extremely close by and houses in the area are v.expensive. I think some of the comps in Cirencester have good reputations too.
We have 7 GSs in Gloucs. Pates (Cheltenham) is the only co-ed and is the hardest to get into. There are 2 boys and 2 girls GS in Gloucester and 1 boys and 1 girls GS in Stroud. You can apply for all 4 which are relevant for your DC and the schools will share the results.
Sorry this is a bit of a rush - didn't want you to go into half-term without any feedback. Hopefully other people will be along with further info shortly.