However, if you bow to the pressure, and they wind up bumping someone else OFF of the guard because of their auditions, you're causing drama there too. That's equally not fair.
What I would do is, step one, have an immediate Come to Jesus meeting with the girls, their parents, the Principal, and the guard sponsor. Ask for any documentation, text messages or communication that the girls had made regarding the State event that caused them to miss the tryout date.
That being said, unless the state event was being held DURING the guard tryouts, there shouldn't have been a conflict.
My instinct is to allow the girls to try out and join the squad if they meet the requirements, but do NOT allow them into a SOLE position of leadership. Make the would-be Captain into a social chair instead of Captain.
If you don't bend a little here, all of their friends in band will likely side with and support THEM - and then you're looking at losing a good chunk of your Senior class. And this will propagate into later years, as you become known as the person who "kicked these girls out because they had a () event right before tryouts."
You can't win here. All you can do is mitigate the damage. And make sure your Guard sponsor knows that this is 100% on her for not looking at the master calendar and for scheduling the tryout when it conflicted with another event that she KNEW members of her squad participated in.