I don't think you are BU, but we have had lot of good holidays with very little kids. The secret I think is to see it as a kids holiday, and enjoy them enjoying themselves, and not pretend it is an adult holiday (kids are now 6, 4 and 1.5 and we haven't had a real adult holiday since they arrived - no relies to leave them with)
We do self cater, and go out to eat in cheap places, but we have been lucky and find places like a pizza place with tables outside with a big play area, the kids race around and come to the table for a few mouthfulls and then race off. Also we rent a place with a swimming pool, we sit around either sunbathing/watching, or (more often) sitting on the steps in the shallow end with them splashing around. If there's no pool I take a paddling pool (and add a couple of kettles of hot water to make it nice - nothing like an outside bath to amuse for hours) a secure garden/outside space is the one thing I check before we rent somewhere, so we can let them potter. We do beaches and sandcastles and picnics in the woods where there are rocks to scrabble on etc etc. All this stuff is basically kid friendly, and I drop all the rules about food, and go with anything they will eat - chips every night I think (they don't notice that we do restrict the sweet stuff) So while I sympathise, and think you are quite justified in wanting to come home, don't give up because it is possible, but it is a matter of thinking this is the family/kids holiday, not really my rest time.
I would say though, that my kids are comfortable with change because we do do a bit of travelling to see relatives. They also don't get travel sick. We also regularly eat out in cafes (usually places the equivalent of pub lunches) so that they are used to eating out, and eating non standard food and having to sit at the table, (but we tend to do places with play areas and gardens.)
I assume they will all wake early, but now my 6 and 4 year olds will potter by themselves til 7 am. We take turns to get up, the other lies in til 8 or 9.
Hope next time is better!