Jackie39, my daughter was at one time in a relationship with a badly behaved man who used to be incredibly rude to me and on one occasion locked me out of my own house. That locking out is so symbolic, isn't it? I'm sure you're right that it comes from jealousy of your closeness to your daughter, and your love for her. I don't know about your son-in-law, but my daughter's boyfriend had a very troubled relationship with his own family. I'm sure he felt unloved, and resented my daughter's more loving (though scarcely trouble-free) family background.
It's a very difficult situation. I'm thankful that eventually, in my daughter's case, it ended, without children, and he gradually went out of our lives. I don't have anything to add to what others have said, except I do agree with others that you're doing the only thing you can do. And by excluding him, you're providing them with an "escape environment", a place to visit which is not dominated by their father's aggression, and where they can see normal loving family life going on amicably. Hang in there, you're doing the right thing.