Been through this too!
During the process of your divorce you and your ex would have a written custodial agreement. This is a legal document - a court order - that MUST be followed. Missunderstandings don't exist (or hold water) in court.
Does the ex have 'full custody' and you have 'visitation' every other weekend? Holidays are also divided and agreed upon with the custodial agreement.
Perhaps your pickle is that you both SHARE custody? While not legally related, if you pay child support then she has full custody.
It's time for you to visit with your divorce attorney again.
The Watchtower encourages a divorced parent, (her) family, congregational friends and the elders to actively be involved in keeping the children as Jehovah's Witnesses - primarily by getting them to the Kingdom Hall as much as possible. If you take them, your kids will be exposed to the pressure to make friends with other JW kids...and that's going to cause you long term problems.
ginger