You can try contacting your local authorities first; tell them the basics of the situation (i.e., she's run off without a word because her ex threatened her with never being able to see her children again; let them know what the custody arrangement is). If there's anything that can be done on either end, they will be able to let you know; if there isn't (and since she wasn't forced or threatened, and she doesn't have custody per say, there may not be) they can at least tell you that, so you're not wondering later.
If going to get her is an option, bring a friend or two. Just make absolutely certain that you don't start delivering threats, especially if this scumbag hasn't made any; that'll put the law on his side, which is somewhat worse of a situation than simply having the police remain uninvolved. Does Saeria's ex have legal custody, or did they simply never work out an arrangement at all (sorry if this has already been stated; I read up to this point, but I'm a little fuzzy right now, flu and all).
