Is it a musty smell? Like musk? ???
Cat urine that has "aired out" a while stops having a strong ammonia "urine" smell and does settle down to smelling musky. Maybe urine sprayed due to marking has some different scent than from plain urinating, but I don't know if it does.
But might it be that the stuffed animal just smells weird, due to what it is made from or stuffed with? Foam items can also smell weird. Maybe they get bacteria growing in them, or something.
I suggest you don't let the cats in the daycare area unattended. I suggest you get a toybox and put all the stuffed toys for the children in the box, so no cat "events" have the possibility of happening. In addition, put a cover over the foam chair. If a cat did urinate on it, it will help the urine not soak so much into the foam.
In addition, you need to have one more litter box than the number of cats. I explain why on my website: http://wvcats.com/litterboxsolutions.htm
I would consider back tracking some with the introduction process. Your cats may not really be ready for full-time free mingling. Give them some time each day without the other around.