Your updates are shocking.
Do you know what? You would be doing everyone a favour by cutting contact. Including your DH.
No you can't let them go there again, full stop, because as you've said they won't listen to a word you say.
They not only frighten your children, but put them in danger.
They aren't good grandparents, and frankly I'd be more worried about the effect of presenting people like this to your children as family members to love and trust. What's the end point of that? Tiny minds trying to make sense of 'Granny shouts/locks me in/tells me she will come up with a spoon if I'm afraid or sick and I call for her. But Mummy says they are my Granny and Grandad who I should love, and they love me. Ok, that's what love is, it's not always about being there for me, sometimes love is about frightening me and leaving me alone. Ok, good lesson there.'
You really really would be better served by a. hitting the roof, and b. never letting them stay there again, better still, finding other babysitters full stop.