OMG! I'm so sorry. That is so terriable for anyone.
Well all I can tell you is my daughter used to have dreams about birds getting her. So my husband would check everything, you know under the beds and stuff. Then if she still saw birds he would pretend to shot them *not recomended for you of course!, (he is a hunter). That made her feel better. What I'm trying to tell you is you need to know what the dreams are about is the actual event or their father coming to get them? Then you need to find something that calms them of that fear even if it's just for a little while. Take them to build a bear and let them make new stuffed animals and when they put the heart in tell them to put all their fears in as well. Something they can hold on to and know to bring all their fears to it and not to keep them in their heads.
I don't know it's just an idea. It may not be the best. What a hard situation. I hope you can be the people to help them and love them. I hope everything goes well for you and them. Take care.
Another idea is to ask their theropist if they have any ideas. They would be much better at giving you advice.