While ever there are no orders in place, you are a little bit powerless to do anything, so it's important that you get something on paper to stop that from happening.
Your first step is to call the other parent to family dispute resolution to try and reach an agreement for the kids' care arrangements. You can do this through Legal Aid and either do it with or without the assistance of a solicitor. Hopefully, you will reach an agreement, but if not, or if your ex refuses to attend, you will at least receive a section 60(i) certificate, which you must have before commencing court proceedings.
If you do reach an agreement, you can have them made into consent orders so the court has some legal power of intervention in case one or the other breaches the orders.
I hope this helps. If FDR fails, feel free to revisit for some additional guidance.
If your ex does take your children, you may be able to apply for a 'recovery order', even if you don't have a parenting order in place. This will can authorise or direct police and other authorities to take reasonable steps to locate, recover and deliver a child to the applicant. Amongst those who are eligible to apply for such an order are persons concerned with the care, welfare and development of the child, including the person the child spends most time with or lives with.
When you apply for such an order, you can also apply for parenting orders at the same time to prevent problems in the future.
It it is just a threat at this stage, as Allforher said, I would get some parenting orders in place.