Welcome!
I feel for you and your children. This religion is sooo destructive and unfair.
Do you children have regular contact with your husband's side of the family? If so, build on that so your kids can have a strong sense of family. The fact that your family (especially your parents) have not sought out your children is disturbing to me. Sounds like diehard witnesses. Perhaps they would be the type to try to take your kids to meetings and such if you let them go over to their home?
Anyway, if you think you could make and arrangement where the family could see your kids w/o influencing them, it might be worth a try. If you don't think that's possible than maybe it's best to explain to your kids that your family does not approve of you because you don't follow their religion. Help them to see it has nothing to do with them, that they've done nothing wrong.
All the best,
changeling :)