I'm glad you called the police and got this all on the record. That is potentially child abuse, depending on the law in your state--this is way more than bad parenting. For a father to use that language directly to his daughter is shocking to anyone. Remember the fuss when Alec Baldwin called his daughter a "pig"? This is that times 10.
I don't know how successful you'd be at getting a protective order for them. In most places, children can only be covered under an order that the parent has. Find out before you pursue one--no point in letting him feel an unwarranted sense of victory.
I think even a "father's rights" judge might have something to say about this. At 11, the judge might weigh her wishes heavily under the circumstances and allow her to forego visits for as long as she is uncomfortable.
I'm so sorry for you and the kiddos.