I think it depends on where you would have the most support - both practical and emotional. Because it sounds as if at first, he will try and make your life difficult, almost certainly bully you to put up and shut up and stay, and that will of course affect the DC. So you will need people on your side.
You don't say how long you've been in your current country, but if it's years, then I can imagine that you might feel better actually staying - you clearly have friends there etc. however, if there's no social support, that makes it very hard not to be forced to remain reliant on him - a very bad idea in the short term. You NEED to be financially independent, by whatever means, so that he can't bully and 'starve' (!) you into staying IYSWIM.
One answer might be to go back to the UK temporarily - if of course you have support there. If you think AT ALL that he might get aggressive, definitely do this. Say you're going for a holiday with the children, get some space - and tell him it's over from a distance. It will stop dead all the arguments and persuasion - you say that you will return once separate houses, finances etc. are settled, and you'll return with a family member with you to support you for a couple of weeks when you do come back He will know you mean business.
Of course you may want to return to the UK and that is more complicated - the DC have a right to see him. At their ages they would adjust quickly, but it's not ideal to live a country away from a parent. Again, it depends where you are! And could you continue your business if you moved countries?