My apologies, but i just cant understand how your man can have 2 families at the same time..
if he loves you then he wouldnt let you come here and be in danger with his ex and the immigration
if he loves you and your kids he will help you go back somewhere safe especially now you are sick but how??
i would say again that in terms of legalities u cannot run after him, if u have any legal papers that u can hold him to show the immigration lawyer then do so but i'm afraid your last resort for this problem is your Embassy.
hope everything goes well for you and your kids ..be strong!!