For a long time my sister had supervised but it was with a "neutral" party. This happened to be with my parents. Your EX has unrealistic expectations. Yes I feel your children should be in therapy, possibly family therapy with each separate parent. I would advice against "couples" counselling or joint family therapy because anything that is said can and most likely will be used in a negative way. The kids will be assigned a person to take into account what they want as well as their best interest. Best of luck, you deserve visitation without him having complete control over it.