"如果真係決定過去,都要作最壞打算,咩情況都要自己保管住小朋友既旅遊証件。" Totally agreed. You have to plan for the worst. I suggest you give your kids passport to a friend to keep. Ask your sister to come in the second month. If anything goes wrong, your sister can come back together with you and your 3 children. You must think of the worst case, how you can escape back to HK, if your C6 and 99 just want the children, not you.
Check all the law, if your C6 can apply any rules to stop you bringing all the kids back. Or if you sense anything wrong and want to come back to HK, don't let you C6 and 99 know about your plan. I know it's difficult. Take care! Hope that you can save your marriage but don't expect too much.