Sounds like you have the 'bare minimum' of a start of a plan.
First, if you go to friends or family he will be calling all of them and harassing them.
Second, if you go to shelter, he will still be calling all of them and harassing them.
Best to let them know that you may be 'taking off with the children for parts unknown for a while' and if he starts bugging them that way they don't know where you are but they will be less likely to worry.
Get 'go bags' packed for you and the children, if you cannot keep them in the car, keep them somewhere outside the house where they will be easy to grab. Those bags should have all important papers in them, house insurance, account numbers, debit card(s), checkbook(s), passbook(s), cell phone charger, attorney's contact numbers, etc
You are in a very tenuous situation, please take care.
Love and hugs,