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I asked him if he was ok, and he said he misses me when he is with W and misses her when with me.


Yep. That is the predicament of kids from divorced families. I am one, and that is what I experienced right up until my father passed a few years ago. Unfortunately, there's no remedy except not getting divorced. However, like other unwanted life changes, it will have to be managed as constructively as possible and how you handle it will be key to how the kiddos feel.

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W doesn't even see what she is doing


She likely sees it completely differently from how you/we see it, and sees you differently from how you see yourself. Only thing to do is what's best for you as an individual and the kids' dad. As much as it hurts, you're on your own path now and that may be permanent. What can you do to take charge and make that a good thing for you and the boys?