This is a very sensitive and complicated matter. You should meet with an experienced family law attorney as soon as possible to discuss you options. Providing New Jersey has had jurisdiction over the children you can and should file an Order to Show Cause immediately seeking the childrens immediate return to the state, etc...
Do not hesitate as the more time that goes by less options will be available to you.
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You have every right to know where you kids are living at all times. You should retain an attorney as soon as possible to make sure that you are kept "in the loop" and able to see your kids.
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Assuming there's no DV, I'd file a motion (or, better yet, an order to show cause - request for emergency order), served on her last known address, asking for a change in custody until she appears in court and answers for her violation of your right to know where the children are. Also could ask the judge to order probation to stop dispersing child support (they'll still collect it, but it'll be held - she won't get it) until she appears in court.
You'd do better with counsel, but if that's not possible, go to the courthouse and talk to the people in case management - they should have forms for you to fill out.
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