I'm not sure where you live in IL, but here in Du Page county there are neutral exchange services available through the county. The services are free but they need to be ordered by the court. They will record every exchange and whether she shows up with the kids or not. They will then provide a copy of that record to the courts, if needed. It's very easy and much less messy than calling the police.
The courts approved my request for it but I really needed it as I had an Order of Protection against my mentally ill/drug addict ex. I'm not sure if threats to withhold visitation would get it granted but its worth a try.