Ok I have to jump in on this, the reason that they go to the perimeter is because they are Pyrs. Pyrs will go to the very edge of thier "property" to mark and let the predators know that they are there- that this is thier place. Even though yours are probably not having to guard against coyotes or wolves, this is instinctive. Pyrs also dig, allow them one area of the yard that is thiers to dig until thier hearts are content. If not, you are going to have a couple of very frustrated Pyrs and then next thing you know, you are replacing carpet (if you have any) Its almost a necessity for them to dig. If you dont want your yard with holes- get them a sand box- let them know that it is thiers.
I currently have a 3 1/2 month old male Pyr. We have not done any obedience training yet. I am sure that he will get that- but right now the older girls are teaching him all about life, including when to bark at the coyotes and how to patrol the perimeter fencing. Tug is crate trained- and pretty much potty trained- we are still working on that though.
I also agree on the water bottle. It is a god send in most instances. All I have to do is pick mine up and they sprout halos and wings.
Also get ready for the butt head stage. They go thru a stage, usually around or right after 6 mos of age, and they will not listen to you or pay you any attention at all, for any reason. My theory is that this is the stage at which they determine that they have to grow up and become independent. And being a Pyr, they are pretty sure that they are smarter than you. This is when you have to be strong and keep reminding them that you are the boss. I have gone thru this with 4 Pyrs now, and I am interested in how the baby will handle it since the girls are mothering him and teaching him the rules of life. You will get your Pyr back at some point after they are a year old- one day they will look at you and you will know- that stage has ended.
Another bit of advice- listen about the socialization, you have small children- these pups are going to guard your kids. Make sure that they are well socialized with young children- other wise your kids will have a problem with thier friends coming over in the future. A young child is no match for an over bearing, 120 pound Pyrenees who instinctively knows that protecting his kids is his soul purpose in life.
Welcome to the world of the Pyrenees. If I didnt adore them so much, I certainly wouldnt have four of them. I really am looking forward to more pics of the two.