Since you didn't go through the missouri court for C/S then it sounds like you signed an agreement for support.
IF the original agreement was established in missouri then most likely missouri is where it will need to continue.
Who are you making your checks out to or what is the mailing address? Is the check being made out to Family Support Payment Center P.O. Box 109002 Jefferson City, MO 65110-9002 or to circuit clerks office?
If the mailing address is in California and this being an interstate case you may have to contact the c/s in your county where you reside.
Once you figure out who has jursidiction on your case then you can let them know you are requesting a modification of support.
Here is the link for missouri c/s :
http://www.dss.mo.gov/cse/ap.htm
In conducting the review, CSE decides if a modification is appropriate by determining: (1) if a child support award figured using Missouri child support guidelines differs by 20 percent or more from the existing child support obligation; (2) if a health insurance provision needs to be added to the order. If three years have passed since the order was entered, last reviewed, or modified and either or both of the above criteria are met, CSE will initiate a modification of the order.
Missouri Schedule of Basic Child Support Obligations
P.S. when you do find out about the ex not having the children (unless you owe back support) then you need to let C/S know so they can direct the payments to where the children are living. Also, the laws in which ever state you figure out is where your case resides about the time the children are w/ you (unless you owe back c/s), during this time once you notify the c/s office of them being w/ you they most likely will stop collecting during that time.