Have you considered talking to your GP to see if s/he would recommend any type of support for you? Your constant headache is probably due to stress/anxiety (which won't be helped by him dragging this thing out and not leaving properly). Your GP may be able to give you some mild medication to help with that, and to help you sleep, or arrange some counselling.
He doesn't actually hold all the power, although I can see why it appears that way. He doesn't get to dictate when or how your children are told. They are going to suspect something is wrong, so if you feel that it would be better to tell them now, and on your own or with famiy or a friend for support, then do it. Once they know, he is going to feel increasingly awkward staying in your family home. You will feel less inclined to act normally around him in front of the children too, which will no doubt be draining.
Ignore his stupid comments about you, in fact stop engaging with him at all.
Try to eat something -soup, ice lollies, pick at a few bits when you prepare the DC meals. You need to keep well, for your sake and for your DC sake.
You need to book an appointment with a solicitor to find out your options. Be proactive, don't wait for him to take charge. Protect yourself and your children.