Should I amend my returns?

I'll try to be as clear as possible with my question and explaining the scenario. 

 

For the last 4 years, I checked the single box for my W-4s but claimed 3 dependants. I filed taxes all of those years. 

 When prompted by the turbo tax program for marital status I checked single and claimed my 3 children. Turbo tax suggested to file as Head of Household since I was indeed living with my children and providing for them. So those years I filed as HH but still checked the single box.

 

My ex and I haven't seen each other in 5 years but we are still legally married. 

 

Hence my question, did I file my taxes incorrectly all of those years by checking the single box instead of MFS regardless of still filing as HH? Am I  supposed to amend? 

 

This year I checked the box MFS and still HH. Am I going to be penalized in any way?