Until you file a petition for modification, you are obligated to comply with the order. While that petition is pending, you also need to file for a temporary order.
Ms. Patel's answer is correct. And, I would it immediately seek a modification of the visitation order and immediately seek a temporary order changing the visitation until such time as it is proven that your ex's home is safe for your children.
By the way, until your ex is actually married, many judges would take a very dim view of your children spending the night in his home where he is sleeping with someone he is not (yet) married to.
You certainly have cause to be concerned and, if the facts are as you believe them to be, the Court will most likely share your concern.
You just need to move quickly.
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