The first step could be to contact the other parent (once more) to ask if he or she really wants to expose the children to the uncertainty and other harmful consequences of child abduction and the subsequent lawsuit.
Secondly, you could contact friends or relatives, to see if they can find a way to persuade the abudcting parent to come to a solution together. The abducting parent might need the practical or financial support from others to be able to continue this abduction. And off course the emotional support. Therefore the opinion of friends and relatives can be important. Unfortunately, people often tend to go along with the emotions of the parent they are in contact with. They may even go along with the abducting parent reproaches against you and refuse contact.
When this does not help, you can contact the Central Authortiy. They will first contact the abducting parent and ask for cooperation and suggest mediation.
Afther this you can decide to contact a lawyer. Your lawyer will file a return request to the court in the country where the child is now being held. You can also immediatley file a return request to the court, if you believe that there will not be any cooperation from the abducting parent. Time is off course precious in these cases.