Welcome to the Forum and congratulations on finding your freedom, and that your wife is on the same page.
You may think that your children are happy and that you don't want to change their friends, but don't worry just think of your life when you were their age. If you tell them the truth, they will accept their new found freedom quicker than you. They will be so happy to live a normal life. Once they accept that this religion for all BS you can ask them whether they would prefer to stay in the same school or whether they would prefer to move.
Best of luck in any decisions you are going to make, take care