I do feel really sorry for you, and totally get why he is driving you crazy. But you seem totally unable to listen to what most people are telling you, which is that you are enabling his pathetic behaviour to bother you. That he is never going to change, and so it is you who will have to change your responses, in order to free yourself from him.
e.g. about your texting your dd, you said I will say again, he got DD to text me, I texted her back, then texted him and phoned him and he refused to respond. Since I have the responsiblity to get them to school this morning I feel I have the right to know when they will be returned. The other option is to say he has them, he hasn't sent them back when he was supposed to and phone the police..
Well, in this situation you could have answered your DD 'thanks DD, I will call your dad'. Call him once, accepting that he is probably not going to answer (because he is a pathetic knob). Leave a message 'hello, ring me if you want to chat'. Don't text or call again. It is the repeated calling / texting that is unnecessary.
You say that he has NEVER brought them back on time. So just accept that. If there are no concerns about their welfare, just accept it. If you are in the house waiting for them to get home, just go about your usual business as you would if they were there. Presumably you wouldn't be going out in the evening with them anyway. Just give them a simple meal if they need one, cheese on toast or whatever.
If he has said he'll return them at 5, then go out with your DP. That's it. Don't sit in fretting in case he brings them early. And if he DOES bring them early and leave them on the doorstep, you have 2 options, a) tell your DDs to call you on your mobile if this happens, let them cope on their own until you can get back (if they are 'old' enough) or/and b) call the police. I bet he won't do it again.
You are letting his arseholeish behaviour to ruin your life. You have to learn coping strategies, maybe some CBT would be ideal to learn ways to handle your responses. You have a lovely DP, don't let your idiot ex poison your life with your new partner. He is a horrible git, you are not. You have the power in you to do this.
Am very sympathetic btw, above not meant to be ranty!