1. File a child custody case under guardians and wards act and seek custody for the reasons you rely upon.
2. You can file a petition for temporary injunction against him to restrain him from taking away the children forcibly other than by due process of law till the disposal of the child custody case.
3. There's no necessity to file a divorce case to file the child custody case.
4. You can take legal steps with the assistance of a local lawyer as suggested above.