Staying in the Labour Party -- and, in any case, since they're quitting to vote against further EU referendums I should be surprised if they migrated to the Independent Group.
Don't agree with their decision at all, and it's sad to see how divided Labour is on this. One can sort of forgive Corbyn for being so hesitant to talk about a further referendum, if not doing so sees Labour MPs peel off, and then doing so sees other Labour MPs resign frontbench roles.
But despite not agreeing, credit I suppose to them for putting their high-profile jobs second to their consciences.