I'd inform school in the morning that today is Dad's day to collect and ask them to make every effort to get him to collect the kids first and only contact me if he doesn't. I'd then collect them from school and text him to say
"I know it is your contact day however school let me know you were unavailable to collect the kids so I have done so. They are safe and well with me now and will be available for you to collect from school for your contact time on X date (whatever is the next scheduled contact). If you won't be able to collect them for your contact on that day please let me know in advance and I'll collect them and they can stay with me until the next scheduled contact. Thanks."
Then I'd rinse and repeat:
No I am not available to drop them off at yours. Please collect them from school on X date for your next contact in accordance with the court order.
It's unfortunate that you couldn't collect them from school today. Please collect them from school on X date for your next contact in accordance with the court order.
They are settled and have had their tea now so it is too late to disturb them. Please collect them from school on X date for your next contact in accordance with the court order.
If he threatens to deregister them from school just let school know that you do not agree to that up front. You need this threat in writing and you can bring it up in court to ask the judge to make a ruling that he can't just unilaterally do that however by text:
Do not de-register the child from school. It is important that X receives his/her education and he/she is happy at school.
Don't argue or go back and forth, put the phone on silent if you need to. Just ignore abuse or stupid threats or demands. Basically just imagine him as a tantruming kid. Save all the texts for court. See if you can get school to do a report for court showing all the late collections on Dad's days and their attempts to contact him and their finally having to get you to collect. You want your kids to see their Dad but it is very disruptive for them to be collected by you, to go home to yours and then to go to Dad's for only he hour or so left of the evening. Make sure you put all your concerns from the child's perspective. It's not that you don't want to play bloody taxi all week. It is that the child get's confused and upset if a routine isn't stuck to. Their dinner is late, their homework doesn't get done, they don't get to bed on time etc.. if he doesn't stick to the routine of collecting them from school on his day(s).
Edited to add: If you want to reduce stress to the kid you could sit round the corner in your car until your Ex has failed to show and school contact you and then you could pick up immediately. It's annoying and upsetting to have to cause your kid any sort of distress but if you give the appearance of removing the dad's contact time by picking up on his days without giving him the chance to do so that won't go well for you in court.