daily on the How old are your nieces? Why are they bullied? I would make a note of events that they report to you daily. After you have gathered some facts, present them to the School's Principle and talk to the School Counsellor. Then speak at the Board of education Meeting. This will bring attention to the community. Have the Principle invite the parents of these children who are the Bullies. If the problem does not resolve, higher an attorney. Changing the school is a temporary problem. Your goal should be to bring change and stop the bulling.
Depends on where you are living as to how transferring schools will work. If there is a charter school that has an opening in the area where the girls live, then it's simply a matter of the parents filling out the paperwork. In California, you just have to get a transfer paper to change schools, either between districts or schools, if you want to move schools but take it up with the Principal first. As long as you are listed as a person that has say in the education of the girls, then you can help resolve the problem of bullying or moving them to another school where the bullying might not happen.