I am sorry that is a little confusing - if he has them Friday to Monday on alternate weeks and every Wednesday that will not be half of the week.
However your concern is this weekend.
The news is not good I am afraid, if he does not bring the chidlren back on Sunday there is nothing you can do until Monday.
Your ex has Parental Responsibility for the children and as much right to have them in his care as you do so the Police cannot force him to return them.
Instead you will have to make an emergency applictaion to the Court for an Child Arrangement Order that specifies the times that the children will spend with him.
You should be granted an emergency order confirming the "old" arrangements for the children, while there is an ongoing discussion about whether or not the weekend contact shoudl extend to Monday mornings as well
YI think it is likely in the long term that he may be successful HOWEVER the fact that he has simply overridden your refusal will go in your favour
I hope that this is of assistance - please ask if you need further details