You say they only see him once a fortnight and that sounds to me like they/you perhaps think it's a long time as they are missing out on their toys (and their dad). Is there anything you can do to encourange more frequent contact so there isn't such a long gap between contact? Maybe an evening in the week for tea or he could pick them up to take to scouts/brownies etc. Does he skype with them to read a bedtime story once a week or phone them? Maybe you need to look at ways of reducing that long gap between contact if it's making the dc upset...
Toys/belongings is understandable on some level. As resolution says it's a trust thing. My neighbour sent her dd back to her dad's with a mobile phone so she could keep in touch. Phone was quickly broken and then the next one was 'lost' even though dd kept it in her bedroom and it was just to call her mum on.
Also if things aren't returned the other parent is left having to ask or not having anything to entertain the dc when they are over.
Toys I think should stay mostly where they are. EG your dc may love a toy at nursery or school or that belongs to a friend, but that doesn't mean they can take it home. Certain items beloing in certain places and need to stay there. It's not hard for children to understand and accept that as it happens all over the place.
Clothes issue is different and agree it's wrong to make them change immediately they get in the door if they are in everyday clothes.
You also have to bear in mind that your ex's perception of what is ok to dress your dc may be different to yours.
We had a situation where my ex's dd would arrive in some really odd outfits (summer dress in winter, or several layers in summer - including vest and tights) as well as clothing that was too small.
I suggested we should buy some clothes to pass on to her and he said she wouldn't accept them and just bin them.
So got round things by having pretty dressing up clothes to put on when she arrived and then clothes arrived in would go in washing machine ready for going home in after weekend.
Eventually she did start going home in some things he had bought but they rarely got returned (only cocks and knickers seemed to come back). But at least we knew she was possibly wearing some of the clothes at her mum's as occassionally she'd arrive in something she went home in.
I did think some of the clotehs she came in were dire (but that's her mum;s choice not mine) and I was quite happy going and buying lovely dresses and pretty things for her to have too.
I think the difference is it wasn't made an issue in front of dd and wasn't ever really brought up with his ex that I was aware of at any rate.
Have you though about getting around (if ex picks up from school or soon after) by sending them in their school uniform so they can get changed out of that which seems more ok to suggest then changing out of everyday clothes into more everyday clothes.
Also if he drops back at school after weekend ds will be in uniform again.
Is that a possibility for you?
Otherwise you will have to try and point out that his behaviour is emotionally damaging for the children. Don't expect him to take that well though.