Well done! You have acted completely appropriately, and sent your children the strong message that this kind of behaviour is not okay.
Today you will no doubt feel very wobbly and conflicted. You've started a process now, and there is no going back. Did you speak to Women's Aid? They have lots of practical advice.
The fact that you've locked the doors suggests to me that you think things might escalate, and that he might get more abusive now that you have take actions.
You could look into getting a non-molestation order so that he can't harass you with texts, phone calls and coming to the house etc. Women's Aid can help with this. The situation with the house will be complicated, but you will be able to stay in the short term at least if you are able to pay the mortgage.
There is a website called "entitled to" which calculates how much you will be able to claim in tax credits, benefits etc. Well worth a look.
You've done the right thing and been amazingly strong this morning. I know it is hard, I've been there myself. Today is the start of a new life of freedom for you and your children, so this is really positive. No more treading on eggshells for any of you any more!