My name is XXXXX XXXXX I'd be happy to answer your questions today. I'm sorry to hear that this happened.
The kids are not missing. Without a custody order, either parent may travel or move with the children. It would be illegal for him to file a police report when he knows that you are the lawful parent of the child and they are with you. Police would not go after you for taking your own children when there is no court order that prevents you from leaving the state with them.
He can sue for custody. You could also file a suit seeking custody, however, the Illinois court retains jurisdiction over your divorce until you establish residency in North Carolina - which takes six months. You would have the ability to file for both divorce and custody in Illinois. Regardless of who files for custody, each of you must convince the judge that it is in the best interests of the children to stay with you. You have the ability to request a "morality clause", which means that he may not have overnight guests when the children are staying with him - this also prevents a parent from cohabitating with anyone other than a new spouse. The primary problem with allowing for him to file for custody first is that he can seek a temporary order
without notifying you, and a judge would have the ability to order that you return the children to Illinois. You may want to talk to an Illinois attorney in the county where your husband lives to discuss the case in detail.
If you have any questions or concerns about what I've written, please reply so that I may address them. It's important to me that you are 100% satisfied with the service I provide. Otherwise, please rate my service positively so that I get credit for answering your question. Thank you.