I have not experienced this myself, but have worked with families in this situation, and supported a family member as well. Here is my 'take it or leave it' advice:
Don't think too much about the emotional side yet - concentrate on practical support for GCs (and DiL?)
Find someone - a very good friend, a support organisation - to talk to when you really need to.
Be as truthful as you can ( as a previous poster said) to friends / neighbours etc. A useful phrase is 'I don't know what I think / feel now. I know I have to be helpful to GCs / DiL'
Be truthful to GCs as far as is practical - Victim Support can be helpful, and so can school (you don't say their ages) who will have dealt with this before. A useful phrase, that kids are used to is 'making bad choices': we are very sad that daddy made some very bad choices, and we must all support each other now.
You can be strong for GCs whilst letting them know you are upset.
You don't say what he has done. You will worry that it is your fault, and as I don't know you, I can't say what you might or might not have done! BUT I will only say that I have known adults, from good supportive homes, who for many reasons made 'bad choices'.
I do hope that helps
Have you even unknowingly put your foot in it?
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