What is the religious ruling on a father's inability to retrieve his two children from his foreign ex-wife residing in a non-Muslim country, and is he sinful for that?

Since you have traveled away from the country where your children reside, you have a greater right to their custody, especially with the fear that they might be exposed to a corrupt environment that could affect their morals and behavior. You would be sinful if you were to fall short in saving them from deviation. Act wisely, for parents have no authority over their children in lands of disbelief. Strive to do so to the best of your ability. What has occurred is a result of the mistake of marrying a foreign woman in a land of disbelief. A Muslim is obligated to choose a spouse who possesses faith and good character and to protect his family from the Fire, as Allah (the Most High) says: "O you who have believed, protect yourselves and your families from a Fire whose fuel is people and stones" (At-Tahrim:6).