OP you are in shock and, understandably, feeling unable to process all the horrible things which are currently being said and done to you. This man hasn't just woken up and decided to take action - I agree with other posters - he has planned this. He's not just having a momentary brainstorm- he's doing all of this on purpose, to you and his children.
I know it's hard and you're trying to make sense of things and you're worried about your children but you do need to protect yourself and your children by taking action - they've been suggested by posted up front.
Firstly: check your bank accounts - one thing vengeful people (often men) do, is clear the bank accounts. If there's still money in any joint accounts transfer at least half into an account that only you have access to. Then change the password to your account. If you don't have an account it's easy to open one online.
Next: Take some time off work - you will need the time and energy to take the practical steps suggested by posters.
Then: get your door locks changed otherwise there's nothing stopping him from coming and going as he pleases.
I’m so embarrassed.
Don't feel embarrassed at all. You are definitely not at fault here.
Tell as many supportive people as you can about what's happening to you. Not only will this help you believe it's happening, but you will get the help, practical and emotional, that you need. Don't hide this situation from family and friends - you need the support to be able to take the steps you need to put in place, including telling the children what's happening - and that can also help with those.
Tell your manager, when you say you need time, what is happening (to some degree) so you can get some compassionate leave from them or self-certificate yourself sick for a few days. Work is important yes but you need a little time and space to put in place the steps you need to survive the next few days.
Take a deep breath OP - you can do this, one step at a time. 🌹