I agree with the other posters here.
Back up your children 100% - they dont feel safe and they dont want to see him. My own daughter did this aged 6 and until he actually engaged with the legal process we had no contact whatsoever, and any communication through a solicitor only, because of his tendency to phone and rant and, like your case, blame me for her refusal to see him. Would not accept any responsibility at all that his behaviour was frightening.
Eventually when she was, I think about 10-11 he only had limited supervised contact (granted as a caveat to an ongoing prohibitive steps order I took out against him to prevent him coming anywhere near us without my written permission), which later collapsed after a couple of years because his basic behaviour remained the same and again, she refused to see him. She hasnt seen him since. Recently he did the same (actually worse) with his son from another relationship and now again only has very limited supervised contact. When they went to court the judge told them that fathers had rights, but the mum said 'depends on what kind of father - and produced an awful amount of documentation to prove he was not the golden boy he made out to be - including a letter from my daughter denying that he had a good ongoing relationship with her, as he had claimed.
You also have a huge amount of paperwork that proves how he has adversely affected your older DD, and at 15 she is old enough to be asked and her opinion to be respected by the court. Given the circumstances I would very much suspect that the 10 year old would be listened to as well. He seems to forget that contact is for the CHILD'S benefit, not because the dad wants it - they are not time share possessions.
If I were in your shoes I would tell him very clearly that the children currently do not wish to see him. His behaviour has caused this. That if he wants to force the issue he is welcome to see a solicitor and take it to court but, until the children express that they wish to resume contact you do not wish to thrash over any old ground and will not be answering any more texts/calls. I would also tell him explicitly not to come to your home/work as this is getting to the point of harassment, and that if he does so you will be calling the police.
I would seriously look into issuing a non mol or injunction to keep him away/stop him contacting you. From your OP it has been a few weeks and it doesnt look like either he is accepting or doing anything to resolve the issue, nor the children are changing their mind about wanting to see him. You are at a stalemate and his harassment is not acceptable.
Clear line in sand. You will contact him if they change their mind. He must not contact you/come round from this point. Only contact through a solicitor. Police if he does. and then an injunction if needed.