It is really bad to breach a Court Order, so by not having them on Wednesdays, whatever the reason, your stepson is laying himself open to a fine, or at worst, a prison sentence.
Is it your stepson's ex who is insisting on supervised contact, or was it part of the Court Order that he is supervised - and if so, does it specifically state that you and your husband are to supervise?
What was the reason for contact being supervised? Sorry to ask - but was it down to drugs or alcohol (mis)use?
Have you/stepson ever had the children after school on a Wednesday? If not, and it was part of the Court Order, why not? If it wasn't possible for you/stepson to have them, why agree to those terms?
Is it overnight contact on Wednesdays, or just for the evening? Obviously, you've not given all the details of your home life in the short posts so far, but why is it not possible for you/stepson to have them on afternoon after school each week?
I'm sorry your stepson is unwell, but there are many very disabled parents who just have to get on with bringing up their children full time. How bad is he that he can't even sit and watch a movie with them, or play a board game, or watch/help them do crafts, or just talk to them?
If all this is too much for him, then I'd suggest he goes back to Court and requests a review of the Child Arrangement Order to see if they can reach an agreement on what contact he does want. Because to be honest, is sounds like he doesn't want them at all at the moment, which must be confusing and upsetting for the children. And THEY are what's important right now.