You are free to contact the police if you wish. It will be up to the police what to do after hearing your complaint and reading the court order that is in place. I cannot read the court order and the exact wording is important. But understand this: the police cannot act on your fear of what she might do. They can only act on what has been done and what the court order says.
They may tell you after you make the complaint that this is a civil matter, in which case you have to wait to resolve it with the family court. If that happens see a family law attorney ASAP to find out if you can get any emergency ex parte order requiring return of the kids before the next hearing or any other actions you might take that would get them home as soon as possible.
If the police do act on your complaint, chances are all they will do is have the kids returned to you. She can't be charged with kidnapping and the chances are they won't pursue any other charges either, at least just based on what you've said so far.
But should she be charged with something, understand that may upset your kids and may also lead to lots more trouble with your ex down the road. You could expect, for example, that if you didn't make the kids promptly available to her during her visitation time that she'd pull out all legal options to fire back at you. It's far better for the kids if parents can be flexible and reasonably civil. War between the parents doesn't really help anyone.