If you haven't already, temporarily connect both AirPort Express base stations to the AirPort Extreme by Ethernet; run through the WDS setup, and verify that all have a green status light after they restart.
Once verified, you can then disconnect the Express base stations, and then, move them to the desired locations.
I suppose that nothing is more frustrating than the guy who posts saying that "it works for me".
But, I've done this a few times following the step by step provided by Tesserax and also Apple and had no issues.....other than the WDS settings are really S-L-O-W in terms of performance.
So, it's probably a minor detail somewhere like an "O" (letter O) instead of a "0" (number 0), or an "l" (letter l) instead of a "1" (number 1) in the settings. It's easy to make a mistake and impossible to recover without starting all over again.
That fact alone might be good reason to avoid the WDS settings if possible.