First, I think you're leaving out a few details. If neither you or your husband are working I'm left to wonder how you're putting roof over your heads?
If you haven't already done so, my first priority would be to get food, housing, and clothing before worrying about "toys from Santa." I suggest you apply for TANF (Temporary Aid For Needy Families formerly known as AFDC). I don't know what city and state you're in, but you can Google TANF for your state to find out how to apply for this aide.
As for your children "not feeling" loved by Santa, that's a bit shocking coming from a 4 yr old and 1 yr old. Neither is old enough to be in school and influenced by "strangers" so what exactly have you both as parents been instilling in these children?
Christmas, shocking as it might sound was NOT started as way for retailers to line their pockets. Christmas is a time to be THANKFUL for important things like: Your health, and each other.
Perhaps you should remind your children, if they REALLY are feeling "unloved" that they have two parents who love them very much, that "Santa" does love them because right now while Mommy and Daddy aren't working and have no money coming in He "Santa Claus" (if you want to go that route) has provided a roof over EVERYONE's head, food in their tummys and still managed to provided several toys and stocking stuffers.
You have to talk to children in simple language. Explain that some little children sleep in the street and have no parents, so they (your children) are VERY fortunate. Also remind them that Santa is about celebrating and appreciating what we have not just about what we "can get."
Maybe this would be a good Christmas to go volunteer at a homeless shelter as a family to show your children, especiially the 4 yr old how very lucky and blessed they are to have a family that loves them and not be so dependent on material things.