Praise be to Allah.
Firstly:
There is no doubt that the situation your children have ended up in is the harsh and heavy price that families pay as a result of living in non-Muslim countries, whether in the West or the East, which ultimately leads to the children becoming westernized or easternized, or following whatever their desires dictate, in a direction far from the Religion of Allah and His pleasure; except for those whom my Lord has mercy upon; and they are few.
For benefit, please see the answer to question no. 52893 .
Secondly:
What you are considering, migrating to a Muslim country and leaving your family and children behind, is not the ideal solution; because it involves neglecting the trust and responsibility of raising children, which is a significant matter.
From `Abdullah ibn `Umar (may Allah be pleased with him), that the Messenger of Allah (peace and blessings be upon him) said: "Each of you is a shepherd and is responsible for his flock: the ruler who governs the people is a shepherd and is responsible for them, a man is a shepherd over the members of his household and is responsible for them, a woman is a shepherd over her husband's house and children and is responsible for them, and a slave is a shepherd over his master's property and is responsible for it. So, all of you are shepherds and each of you is responsible for his flock." Narrated by Al-Bukhari (2554) and Muslim (1829).
And from Ma`qil ibn Yasar, who said: I heard the Prophet (peace and blessings be upon him) saying: "There is no servant whom Allah has given responsibility over a flock, and he does not protect them with sincere advice, except that he will not find the fragrance of Paradise." Narrated by Al-Bukhari (7150) and Muslim (142).
Therefore, your staying with your family, advising them, striving in their upbringing and guidance, falls under the reform mentioned in the words of Allah (translation of the meaning):
{I only intend reform as much as I am able. And my success is not but through Allāh. Upon Him I have relied, and to Him I return.} Hud (88).
A Muslim sometimes faces situations in life where he is between two goods and chooses the better of them, or between two evils and chooses the lesser of them.
Shaykh Al-Islam Ibn Taymiyyah (may Allah have mercy on him) said:
"The perfection of 'piety (scrupulousness)' is for a person to know the better of two goods and the worse of two evils, and to know that the Shari`ah is built upon achieving and perfecting benefits, and eliminating and minimizing harms. Otherwise, one who does not weigh the benefits and harms of an action or inaction according to the Shari`ah might neglect obligations and commit prohibitions." End quote from "Majmu` al-Fatawa" (10/512).
Ibn Al-Qayyim (may Allah have mercy on him) said:
"The intelligent person should know that reason and Shari`ah mandate achieving and perfecting benefits and eliminating and minimizing harms. When an intelligent person faces a matter in which he sees both a benefit and a harm, he is obliged to do two things: a matter of knowledge and a matter of action. The matter of knowledge is to seek to understand which is more predominant between the two sides of benefit and harm. Once it becomes clear to him which is more predominant, he is obliged to choose what is better for him." End quote from "Al-Da' wa Al-Dawa'" (p. 491).
In conclusion:
The first thing you should do, if you are unable to reform them in your place and they do not agree to move with you to a better country, is to try to get custody of the younger ones, whom you can take care of, control, and reform, and bring them back to the path of their Religion as much as possible and within your capacity. Move with them to a Muslim country, where you can live among (Muslim) people and where you can reform their Religion.
If you are unable to do so, then move with them to another region, in the midst of a Muslim community, where you can be stronger in establishing your Religion for yourself and reforming your children as much as you can.
However, in any case, we see that your leaving your children behind - if you are unable to migrate with them - leaving them in the hands of your wife, whose condition you have described, is a kind of neglecting the trust; and the better thing to do, if you are unable to move with them, is to stay with them as a guide, educator, and advisor, striving to reform them and yourself, and your wife as much as you can; until Allah provides relief and a way out for you and them, and enables you to improve them and guide them, or they grow up, and your authority over them ceases, and you are unable to return them or reform anything from them; then at that time, you are on your own; and every soul is held in pledge for what it has earned.
And Allah knows best.
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