I live outside of Israel with custody of the children. I have always wanted to immigrate to Israel. Can my 'ex' veto this?

Up to a point; if he does not agree, you can apply to relocate in the appropriate court in the country where you are living. Your 'ex' can object, but the court will have the power to overrule him, and grant you permission, if you meet the legal criteria.
Relocation To Israel