I want to give you some encouragement to file ASAP.
The WA courts don't usually want to release jurisdiction in cases where one parent just ups and leaves. You both went down to AZ on *vacation and while you returned , she and the kids didn't.
As the other seniors pointed out, file for custody. If your ex has not gotten a new driver's license in AZ, that is one piece of evidence you can use right away to prove she is a WA resident and the children should be returned to their home state.
Learned a few things from family in WA...
I'm not sure how recently your family has dealt with things in WA, but your post isn't quite "on".
Dad, CSO and the others have given you some great advice and the link to the forms in WA. I'm not too sure what else I can add
I will say that the trend is
in favor of relocation these days. You may well find yourself having to prove why Mom
shouldn't be allowed to move with the kids and WA might have no problem at all relinquishing jurisdiction even if Mom did the wrong thing by not going through the court. You need to articulate why the children should remain in WA - how much time you've spent with the kids, how much support you have here, everything.
You MUST of course file immediately in WA. The longer she's there, the less likely it is what WA will force her to return the children.
Other than that, you're going to have to play the waiting game.