You say you know what you will do if he does it without telling you first. So, if he tells you that is what he intends to do, tell him what you will do if he does that.
Whether that is filing for divorce, or a temporary restraining order, or whatever it is. But don't threaten to do something you won't really do.
If nothing else, you can tell him, "This won't help you at all in the custody hearing."
Don't make a scene or try to physically prevent the kids from leaving, unless you are willing to call 9-1-1 and start the D process right then and there.