Advice on getting kids to listen

have 2 kids 2.5F and 4.5M. I am expecting my 3rd in November and I am feeling discouraged and worried because I don’t have good control over my kids/ they do not listen at all. My daughter will run away from me when we are out- I have to chase after her for her safety(will run around a parking lot if I don’t grab her up). This is a new phase- she used to be better about following me/staying close. My son is better about truly running into a dangerous situation- but I still feel like I am basically talking into the void when I correct him. He will be doing something like being too rough a his sister and I literally feel like I am talking to a wall to get him to stop- he just continues what he is doing. I have to repeat myself a million times/raise my voice- doesn’t really work. We don’t spank the kids- so I really feel like I am just making empty threats most of the time.
Not watching TV is an effective punishment but that doesn’t work for my 2 year old when we are not watching TV right that second (out of the house). I want advice of how to get my kids to listen to me- if I have three running loose we will never be able to leave the house.