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What your Ex has emailed you is not the controlling piece of information. What dictates the custodial arrangement is the most current custody order. If the most current custody order still requires supervised visitation then that is what remains in place regardless of what his email states. I would recommend that you respond to his email with a copy of the most current custody order and advising him he is subject to supervised visitation.
If the non molestation order is still in effect I would suggest that you file a petition for contempt indicating that he has violated the order hold him in contempt. If the non molestation order has expired I would suggest filing to obtain another. In the event of the current custody order does not specifically state that Ex is prohibited from removing the children from the jurisdiction then your order should be modified to add that provision. It is called a writ of Ne Exiat. You need to ensure that the supervised visitation requirement is followed. If for some reason the supervised visitation requirement has expired, I would file a petition for modification asking for the provision to be reinstated based upon his statement of an intention to remove the children from the jurisdiction.