I'm so sorry to hear that your kids are picking up on what an a$$ your W is being towards you. It's odd that even they know it's wrong and they're so little.
I have had similar stories but have not posted them. My W swears they have never heard her talking about moving or leaving me, but I had to hold my D while she cried for almost an hour because she heard mom say they were moving. Then, to hear D try to figure it out in her little mind; "I must have heard her wrong, Daddy, I know we would never leave you. You are my Baby Daddy and I love you." (ever since she was little I called her my baby girl and as she learned how to talk she started calling me her baby daddy and was so cute I just never corrected her)
Damn, I am tearing up just writing this.
I feel your pain. We have to be strong for them, no other choice. They know more than we think. They know how much you love them and what mom is doing is wrong. I guess that has to be enough for a while.
Draw your strength from them and let them feel it from you.