Op, they are young and, if money is tight, they would be perfectly fine and full of memories without expensive holidays.
Mine was taken to swim with dolphins in the Caribbean but if you asked him what was his favourite holiday, he would say it was the one he spent in Scarborough playing with other children and using his mum’s collection of 2p coins in the arcades.
We spent a lot of time at the beach, or walking on hills and forests several times a month, but we hardly ever spent the nights away. Catering was provided by Boots Meal Deals.
On the issue of the youngest crying for his dad and your DD saying she doesn’t feel right going on holiday without you… it is difficult, but you need to be the mum, manage expectations, and help them to get used to the new situation. I know it is not fair or what it should be, but if you don’t, they would suffer more as they would keep expecting that if they push enough things will change and you know that is not on your hands… or theirs ☹️
sending you a heartfelt hug, it feels dreadful in the first months, you may be still in shock but I can assure you that one day you are going to look back at the time you spent with him and be grateful that he cleared off. I’m sure being a cheater was not his only problem…