Has he told you he doesn't know when he will be back?
This is so hard isn't it? When he does return, if you can, try not ask a lot of questions, just if he had a good time and if he is OK. Perhaps try to think of something nice to suggest - maybe something you could do next weekend (if they are with you) and ask what he thinks.
When mine were teenagers if we had all had a strop, I found being breezy but ordinary got us through some awkward times.
Remember, they might well have behaved like this anyway, even if you had remained together. Hormones will be beginning to surge and you are doing most of this on your own whereas before you and ex would have shown a united front. I bet they don't act up with your ex because the OW is there - they don't feel comfortable (your DD said as much a few weeks ago didn't she?) and you are getting the brunt of this because they feel safe doing this with you.
When my ex left I tried not to look upset in front of my boys (they were much older than your two though) but once I did get upset (actually it was about the poor old dog) and they were very concerned. I think it brought them up short a bit - however, it is probably different for you because yours are younger. Still, perhaps they should know how upsetting you find their behaviour.
You have been living with this for a good 6 months now and it is a strain, you might need a little time off.