My daughter has over the years had some issues with her husband , ie drinking,gambling,drugs,lazy etc.. a real gem. At the moment things are not to bad but in the past when things have been bad shes threatened to walk out with the 2 kids 5 & 1. His response to this is that as his parents are quite wealthy they will get the best solicitor and make sure he gets custody, how much of a real threat is this ?
I would say none whatever. Courts are heavily weighted in favour of the mother, especially given the ages of the children (girls? - even less likely to succeed) and the nature of the father. This is the way it should be. Just hope and pray it doesn't come to it, it is absolute hell, make no mistake.
The children's sex has nothing to do with custody.
It may not be an empty threat at all from the father, but if he is truly as you say I cannot see that he would bother with the hassle of a solicitor and residence of his children.
There is always a chance the court will grant the dad a residence order, you cannot have a cast iron guarentee they won't.