I have lived in the ME for 10 years. I have not been in this situation, but knowing what I do about the British Embassies abroad in times of crises, forget the embassy. Just go online and book your tickets either to your parents or someone else you feel close to. I know what you mean about Fridays, but there are still taxis and planes on Fridays.
Depending on what country you're in (probably most of them in fact) also don't bother with the "police".
If you lived in London and your parents/friends/someone close lived around the corner, then we'd all be telling you to go around the corner. Sadly as expats we don't usually have that option and are more vulnerable as a result.
It's ok to be sad, scared and incredibly shocked, what happened tonight is something huge, not normal and not ok. I'm not sure, however, that those feelings or any others you have can justify staying put with your children. Something is wrong with him, not you, and you can't fix it. The ONLY thing you can do is protect yourself and your children, both psychologically and physically, by going somewhere safe - that means somewhere he is not.
I have a small idea of what a nightmare this must be for you because you are not in a supportive society etc, and I truly feel for you. Please skip the denial (it was a one off, he won't do it again, he didn't mean it..) and just make sure your children are 100% safe.