My partner and my twins step dad left last week. It has been a rocky relationship for a few months. I said we needed to talk and work in things but he was adamant we were ok and I was daft and he would change. Then he said to me he has no faith in me being better even though I have everything the same. It was making me very depressed. Anyway my children are struggling to move forward and be happy. I said it didn’t need to be a permanent thing but he has cut all ties and blocked us out completely. He even took petty things like pillows from the bed and loose change.
So sorry you are having to deal with this. And his timing , near Xmas is lousy.
Kids like consistency and certainty, so change like someone leaving, of course it’s unsettling.Plus your kids love you and if they see you upset, they will be upset on your behalf.
I think all you can do is reassure them that you are a rock-solid family without him, they will always have you, and keep smiling and cheerful in front of them so they feel it less. The schools are breaking up for Xmas so you have the chance to show them lots of love & cuddles, and spend time with each of them, making sure they are ok.