All I have to say to all of this is wow this must be difficult indeed.
Three years divorced and your children are still being indoctrinated by him and he is still controlling you. Personally, I would have to admit that I am surprised that you have allowed it to go as far as him dictating how your kids are to behave in your house and him taking the kids to the meetings on your weekends. I have a son that I had with a Catholic (non practicing) girl out of wedlock. She absolutely forbade me to take him to any religious services on the weekends that I had him. But my wife and I did take him to some of the meetings when I had him. Obviously, this was before I knew about the perils of this religion. In fact, we're quite the motley crew of her being a non-practicing Catholic, I being a non-practicing and loosely associate of the Protestants, my wife being a witness and her husband being a mormon though I don't think he is a practicing mormon.
I recall telling the mediator at our second custody hearing that if my wife and I are attending any church then my son was coming with us. She, of course, went into her tirade about how I was forbidden but the mediator held that unless there was a danger to the son, there was nothing she could do. She backed down. Her fears were unjustified since at the time my wife and I seldom went to any religious services at the time even if he wasn't with us. He lives in another state now and I don't have as frequent contact with him as I use to have.
I'm sorry to see that you are dealing with this. No doubt you seem like a kind and compassionate person who isn't trying to make too many waves during these trying times. I can relate to that as I am in a similar situation with my wife and our daughter. I do take her to church because in part I am still a spiritual person who believes in God still and because I know if I don't provide that alternative my wife will surely keep my daughter busy in her cult. A few nights ago my wife was reading her a children's Bible book published by the society. After about 20 minutes of it, I asked my wife if she can find something else to read besides something about Jehovah destroying people and places. She persisted so I just asked her to stop reading it altogether. She went ballistic and took my daughter and ran out the room and went downstairs with my daughter crying for me the whole time. When I followed her down to see my daughter my wife threatened to leave the house. I asked her if she knew what she was doing to our daughter with her outragious behavior and she kind of calmed down and went back upstairs saying disparaging things about me. I went out back because I needed a chill moment, phoned my mom who agreed that the best thing to do was to leave it alone. I feel like I am always walking on eggshells with this woman now. I feel like I can't discuss anything relating to religion without her going stark raving mad. I wrote her a letter explaining why I was concerned about her reading that book and told her that I would not read her stories from the old testament that dealt with violence. She's too young to hear that stuff. Unfortunately, I don't think my wife ever read the letter. No doubt, she is probably back in her persecution complex again.
Anyway, I agree with the other posters. You two are divorced and have been apart for three years. He has no right to keep controlling you like this. The judge needs to hear how your ex is getting mad with them and scaring them out of celebrating perfectly normal things. This religion is HIS religion, not yours or your kids. You can't stop him from involving them in HIS religion why they are with him but he also has no right to push his religious beliefs on you and your kids in your own house.
My heart goes out to you and I do hope you will find some resolution to this awful mess. Hang tough and if it is any consolation, my dad use to be the bullying type too somewhat with me and my sister. Well, guess who we wanted to spend more time with? My mom and my step-dad. Fortunately, religion wasn't involved at all in our family but scaring people to make them do what you want never works in the long run. Your kids will most likely lose all respect for their dad and his religion at this pace the same way my sister and I lost respect for our dad.