Hi H.. I understand what you are going through because my parents are now essentially divorced (they are legally separated and living in separate apartments) after 40 years of marriage. I have two daughters (2 and 3.5) and honestly, I don't think you need to say anything to your children. You can wait until they ask any questions and then base your answers on what they ask.
My kids have an amazing relationship with my parents and used to see them a couple of times a week when they were living together, spent most holiday's with them, spent the night at their house all the time etc... I thought for sure they were going to ask questions and wonder why they were not together anymore. After they separated, the kids visited each of their apartments and never seemed affected by this or thought it was strange (I on the other hand need therapy!) My 3 year old has never questioned why they are not together, why they don't live together, and never asks for them at the same time. The only question she has asked is why Grandma has a new house. I didn't lie, but didn't give the full truth and said that her old house was too big and she wanted a smaller place that was easier to clean and had a pool. This answer was perfect for my 3 year old and her response was "it's cool, I like it!"
My kids see Grandma often because we are such good friends, but I make sure they get plenty of time with Grandpa too at our house and his. This has helped my girls with the transition because they don't feel like their relationship has changed with either Grandparent. Obviously, as they get older if they ask questions I will cross that bridge. Until then, I am allowing them to just love their grandparents and stay out of the drama.
As for me, I too need a support group and I am sure they are out there. I would be glad to talk with you on the phone or get together for coffee or a playdate if you want to share experiences and support one another. Shoot me a private message and we can exchange numbers and emails and figure out if we live near each other. Good luck and I understand!