I would go back to them, if you keep the messages it can be classed as harrassment and stalking your children is an offence in itself.
what helped me was i kept EVERYTHING, logs of incidents, texts/msgs.. i went to womens aid for support and they put me intouch with stalking and harrassment team, i got a court order to keep him away from home and away from the kids.
so its always best to go back, these incidents escalate and the more evidence you can provide the better help you will recieve. if you havnt kept anything start now… its never too late…
dates and times of incidents , what happened, witnesses, the more information that you write down the less you have to remember. and if anything goes to court through breaches of orders, its evidence and it also helps you.
i didnt think things would ever proceed to court orders and court appearences, but it did and i was so glad i had listened and kept evidence.
i hope that helps.