My d found out her dad was planning to leave me, when she happened to over hear one of his tantrums he would have, where he'd yell at me and say "I want to be free. I'm moving to my own place. I want out of here". I equate the tantrum like one I've seen in a teenager, wanting to get away from home. Any way, her reaction was really bad. I have not discussed this on the forum yet. She cried terribly, then began packing up her backpack and toys and took them to the front door.
She told her dad he was not leaving without her. Cried and begged for him to stay with me. In all of his state, at that time, he sat down with her and told her that sometimes mommys and daddys don't get along and have to live apart. And my D said, "Mommy treats you good. She loves you. how can leave my mommy?'
To calm her down, he hugged her and said he was not leaving. (He lied at that time because after this he continued to threaten to leave me, just not around her)
A week after this, I noticed she didn't want to eat much. She also began to develop a lot of stomach cramps and pains, headaches, sleepless-ness, and hanging around her dad a lot more often. She experienced anxiety as well.
This went on for a couple of months off and on... and now she's seeing a counselor.
Even though h has chosen to stay with us and we are in piecing, our d still has nightmares from time to time and goes through periods of worrying about her dad staying with us, and will ask questions.
I remember back when h was on the crazy train he would look at me with hollow eyes and say... "She'll be Ok. Kids are resilient. She's gonna be alright. Other people go through this every day".
I just remember saying, "I don't give a damn what other people do" and walked away.
Aside from what I'm going through... our d is still going through her emotions too, and one of them has been fear of her dad leaving. He really messed up by letting her hear him have that tantrum, where I tried to protect her from it all.
WHG, I hope that your situation goes a little better than mine did with our daughter. It's just hard to say... how they will react. But having a counselor you can trust will be huge in helping them get through it.