Is it permissible for her daughters to do ‘umrah without a mahram?

It is permissible for you to travel for ‘umrah with your
brother’s sons because they are mahrams for you. 

With regard to your daughters, if they have reached the age
of puberty, then it is not permissible for them to travel without a mahram,
because of the report narrated by al-Bukhaari (1729) and Muslim (2391) from
Ibn ‘Abbaas (may Allah be pleased with him) who said: The Messenger of Allah
(blessings and peace of Allah be upon him) said: “No woman should travel
unless she has a mahram with her, and no man should enter upon her unless
she has a mahram with her.” A man said: O Messenger of Allah, I want to go
out with such-and-such a campaign, and my wife wants to go for Hajj. He
said: “Go for Hajj with her.” 

It makes no difference whether a woman wants to travel for
Hajj or ‘umrah, or for some other purpose. In all cases it is stipulated
that she should have a mahram with her, because of the general meaning of
the hadiths and, in fact, because of what is mentioned in this hadith about
the woman setting out for Hajj, and the Prophet (blessings and peace of
Allah be upon him) instructed her husband to go out with her for Hajj and to
forget about jihad. 

If a woman does not have a mahram, ‘umrah and Hajj are not
obligatory for her. 

If she goes out without a mahram, she is sinning thereby. 

Please see also the answer to question no.
25841.