Can you put them in a carrier and take them with you?
Some people have success with giving their birds special treats when they leave to distract them from feeling abandoned.
You can try training them to be left by leaving and coming back a few minutes later, so they don't think you'll be gone all day every time you step out. Especially if you give them a treat every time you leave.
Be aware that a lot of birds (like mine) cry when you leave

, even if they won't be alone. My adult kids are home almost all the time, but Corsair is upset when I even leave the room, and expects anyone coming in to pay homage to her

before they do anything else--she doesn't always get it, but she always wants it. I have checked, though, and the only time she
keeps screaming is when dinner is late.
They may find a recording of your voice more interesting than the radio. Or they may be happier with a different station.
You can try putting up a webcam to see if they are really distraught or are putting on a show for you like some toddlers do.
Worst case, if they
really can't stand having each other for company instead of you, you may have to consider rehoming them with someone who can be there all the time.