I can't imagine what a tough month it must be for you and it must be taking quite an emotional toll on you as well.
I'm very glad to hear that your dad is ok. I don't think at all that it was wrong to bring your kids to see him, but I do think that's what started your problems. The first one caught pneumonia as a result of that visit.
Hard to say whether the youngest getting chicken pox is related or not. But, by not having him immunized, you put him at risk for getting the disease. While many people think chicken pox are no big deal - just itchiness - they can have very serious side effects in some cases. It seems that your middle one, despite getting immunized, was still susceptible and indeed got some of the worse side effects of the disease. Perhaps it was aggravated by exposure to the pneumonia virus.
When kids are in close quarters, they catch each others diseases. Some diseases have a long incubation period and can lurk for days or even weeks before showing any symptoms.
I hope you're through the worst of it and can get back into the world next week. Having three kids stuck at home for a month would drive me INSANE.