I don't think there is a sense of danger to the children, but lean towards the possibility that the mother feels that she has been treated unfairly by the courts. It seems more like an act of desperation by someone who felt her voice was either unheard, or misunderstood.
Divorce and custody is a very stressful experience. The stress alone can cause people to malfunction. The reality is that finances and standard of living change, and time with children is cut in half to alternating special events, like birthdays and Christmas. Family structure, and relationships with family friends, falls apart. It's not easy to adjust to that new reality.
From reading the court document regarding bias, it's evident that there were problems regarding visitation just before Christmas 2020 (
here). My impression is that it was really difficult for one parent to accept that Christmas was without the children, although New Year's Eve was probably with the children.
The grandmother and sister must believe that they are protecting the children from an acrimonious situation, so the courts might go easy on them - but they should return the children and appeal court decisions as soon as possible.