they need to know as soon as possible Alice
they need to be given information to process for themselves so that they feel valued enough to be told. At the moment they are left alone with their own assumptions about why their FWF has nothing to do with them, and that is more scarey. It would worry me that that don't ask, this might mean that they are too scared to and have made up their own versions [i'm horrible/unlovable, etc].
Do you have any examples around in your lives of bad fathers which will give them a way in to opening up, or at least seeing it happen to others so that they can reflect on his behaviour towards them?
Its going to be rough and rocky and messy, but this is his causing and you are only trying to protect them, but they do need to process this, and have something rather than a non.
They might be scared to ask you in case you are upset, there could be many reasons.
I would start talking randomly about other fathers, or watch films, read books with them, giving them the exposure to this, then things that fit for them they willl naturally make connections with a gain some understanding from that, and yes likely some very painful emotions. Depends on their age, but just the same as not all strangers are friendly, not all daddies are safe and like to hurt DC either [physically or through being very unkind psychologicaly and emotionally and some daddies hurt mummies very badly, and so on.
I hope this is helpful?! I know its a minefield I really do, and one that i am still navigating with care. One of my biggest struggles was holding it together for them while talking about things that i found distressing and was still coming to terms with myself.
I think the most important place to come to is one where they ARE asking questions about it so you can know they are facing it and dealing with it, and can answer their questions on their level, as the things that concern them are not the things that concern us.
sorry to hear they have suuch a shit of a FWF and you such a shit FW ex