Praise be to Allah.
As your parents came from Khartoum with the intention (niyyah) of performing Hajj and they travelled from Madinah to Makkah with this intention, what they should have done was to enter ihram from the miqaat of Madinah; it is not permissible for them to enter ihram from Makkah.
Based on that, each of them must offer a sacrifice, to be slaughtered in the Haram, and its meat to be distributed among the poor of the Haram.
You also came from Dammam with the intention of performing Hajj, and you did not enter ihram from the miqaat, so you must also offer a sacrifice, like them.
The majority of fuqaha’ are of the view that stoning the Jamrah before the sun passes the meridian is not acceptable because it is proven that the Prophet (blessings and peace of Allah be upon him) stoned it after the sun had passed the meridian, and he (blessings and peace of Allah be upon him) said: “Learn from me your rituals [of Hajj].” Narrated by Muslim (1297).
As you stoned the Jamrah before the sun had passed the meridian, each one of you must offer a further sacrifice to compensate for not having stoned the Jamaraat at the time prescribed.
Shaykh Ibn Baaz (may Allah have mercy on him) said:
Stoning the Jamrah before the sun has passed the meridian is not valid on days other than the day of Eid. As for doing so on the day of Eid, there is nothing wrong with that. As for stoning the Jamaraat before the sun has passed the meridian on the days of at-tashreeq, that is not acceptable because it is contrary to what is prescribed. The Messenger (blessings and peace of Allah be upon him) stoned them after the sun had passed the meridian, and he (blessings and peace of Allah be upon him) said: “learn from me your rituals [of Hajj].” Similarly, his companions stoned the Jamaraat after the sun had passed the meridian. Acts of worship are tawqeefi [i.e., they can only be known through divine Revelation and sound texts of hadeeth] and are not to be based on individual opinion.
Whoever stones the Jamaraat before the sun has passed the meridian, his stoning of them is not valid, and he must offer a sacrifice to compensate for failing to do was obligatory.
So each of them must offer two sheep, to compensate for failing to do two obligatory acts, namely entering ihram from the miqaat and stoning the Jamaraat at the time stipulated in sharee‘ah.
You also mentioned that you paid the price of the hadiy (sacrificial animal), but in the case of Hajj ifraad, no hadiy is required; it is not like qiraan or tamattu‘.
If you intended this hadiy to compensate for the obligatory actions that you failed to do, then each of you still owes another sheep.
But if you did not intend that, then it was a voluntary sacrifice, and each one of you must still offer two sheep, because in the case of expiatory acts (kafaarah), it is essential to form the appropriate intention (niyyah), as is required in all other acts of worship.
An-Nawawi (may Allah have mercy on him) said: The intention (niyyah) is essential in expiatory acts. The intention of offering expiation is sufficient, and it is not essential to state that it is obligatory, because acts of expiation cannot be anything other than obligatory.
End quote from Rawdat at-Taalibeen (8/279)
It says in al-Ashbaah wan-Nazaa’ir (1/73) by Ibn Nujaym, with the commentary thereon entitled Ghamaz ‘Uyoon al-Basaa’ir:
With regard to acts of expiation, the intention (niyyah) is essential to their being valid, whether the act in question is the manumission of a slave, fasting or feeding the poor. End quote.
In al-Kaafi Sharh al-Bazdawi (3/1066) it says:
Expiation (kafaarah) is an act of worship that is required as a penalty.
With regard to it being an act of worship, that is because it is performed in obedience to Allah, namely fasting, and the intention (niyyah) is an essential condition thereof, or it because of his having committed a misdeed, so that misdeed should be followed by an act of worship, in order to cancel it out. The Prophet (blessings and peace of Allah be upon him) said: “Follow a bad deed with a good deed, so as to erase it.”
As for it being a penalty, it is a punishment for his misdeed and a deterrent.
See: Qawaa‘id al-Ahkaam by al-‘Izz ibn ‘Abd as-Salaam (333), and Maqaasid al-Mukallafeen by al-Ashqar (1/178).
And Allah knows best.