it has nothing to do with W4s. who do the children live with is a critical question to determine who claims the children.
https://turbotax.intuit.com/tax-tips/family/rules-for-claiming-a-dependent-on-your-tax-return/L8LODb...
run though this IRS tool and it will tell you what to do.
https://www.irs.gov/help/ita/whom-may-i-claim-as-a-dependent
ps I infer from yuour question that their parents do not live together. if you are filing "joint" then it doesn't matter, the children are all on the same tax return,
