Yes, I've been having the same problem. Every tank faces this at some point.

Personally, while I disapprove of the DDs for failing to focus fire, I actually enjoy the challenge a little bit. The trick for GLA/PLD is, as others have said, to switch between your targets as you throw out Savage and Rage. Remember that Rage gets more enmity, so use that one on whichever target is the most in danger of turning from you. Throw Flashes liberally (typically after each Rage in these situations) and use Provoke when a mob changes targets from you. I only ever use Shield Lob to initiate and when mobs are running from me.

For MRD/WAR, it's much the same. They have the same kind of 1-2-3 enmity combo, and Overpower instead of Flash. I find Overpower to be better at grabbing threat, but harder to use because it's a cone and not full circle.

It's tricky but not impossible to keep aggro when your DDs are stupidly attacking separate targets. Tanks have so much threat generation that you should never be incapable of keeping it if you know what you're doing, no matter what your DDs might do. And letting your DDs die to "teach them a lesson" is just petty.