I think you did the right thing. I would try to sit them down and talk with them-- say I know this is confusing, but I want you to know that everything I have done is because I have thought it was the best thing for YOU guys. We moved because... and then really re-emphasize how much you love them and how you are always there for them no matter what. If they have any questions you are always happy to answer them... in fact, I might consider some time set aside on every visit where they can ask you questions and you can answer. You want them to feel 100% secure in coming to you with things that are brought up and are confusing to them and have that communication line between you so strong that your W can't feed any garbage into it that they would buy without coming to you. You can be the loving, positive parent.
It is deeply f***ed up that she is doing this. Like, really, really f***ed up. I'm sure she is in crisis, unable to handle her emotions on her own, but man. I'm so sorry. I agree with IW that you can't control what she says to the kids, and there is probably no point in bringing it up.
Me (46) H (42) M:14 T:18, D9 & D11 4/19 - 12/19: series of escalating BDs 9/20 - present: R and piecing