Hello Katiegrandma. Only seeing your GC once a year will make it extremely difficult for you to have that grandmother/grand child relationship, and if you never receive any thanks from mum, it's probably unlikely that she's told the children the importance of showing appreciation for gifts received.
There's also the possibility that they're not aware of the extent of your contribution to their music lessons and school trips.
From what you've posted, it doesn't look as if your son is in a position to do anything about this so I think you're right not to involve him.
Take some time to decide whether or not you wish to continue with the amount of financial assistance you're currently giving because if you're not getting any pleasure from doing so, now maybe the time to pull back a little
.