All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger. We ask Allaah to exalt his mention as well as that of his family and all his companions.
You should know that it is very rare for a person to live in this life without having some difficulties, so a Muslim male or female should be patient over them and look to those who live in worse situations than him/her. This will help him/her to overcome the hardships that he/she has, and he/she should be cautious about the bad consequences of being discontent and angry [with Allaah's Decree]. We have mentioned some excellences of being patient at times of difficulties and sorrow in Fatwa 88764, so please refer to it for more benefit.
If it is confirmed that your husband is not spending on you and on your children and has no sound excuse for not doing so, then he is negligent. In this case you should be patient and advise him with good words and in a soft manner. You may also seek help of the pious and righteous people to judge between you if necessary. Allaah Says (what means): {If they both desire reconciliation, Allaah will cause it between them. Indeed Allaah is Ever All-Knower, Well-Acquainted with all things.}[Quran 4:35]. May Allaah bless your efforts in this regard so that your problem will be solved.
Nonetheless, if your husband persists in what he is doing, some scholars are of the view that if the husband is in financial difficulties and is not able to spend on his wife, his wife is allowed to ask for divorce. Nonetheless, you should not hasten for divorce unless you balance between the benefit of divorce and the benefit of staying with him as a wife and being patient with him.
With regard to asking your husband to return to your country, there is no harm in it especially if you and your children fear to be tempted in your religion, as there are many disadvantages in residing in non-Muslim countries.
Finally, the following matters should be mentioned:
1) It is permissible for you to ask your husband to compensate you for what you personally spent on yourself and your children, if you had spent this money while having the intention in asking him to compensate you. You may also ask him to compensate you for the gold if you lend it to him, or the like.
2) A Muslim should not wish death because of the difficulties of this life. The more a Muslim lives, the better for him, as mentioned in a Prophetic narration. The Prophet said: "One should not wish death due to a calamity that has befallen him, and if he feels an urgent need to wish death, then he has to say: "O Allaah! Let me live as long as life is better for me, and take my life if death is better for me." [Al-Bukhari and Muslim]. For more benefit, please refer to Fatwa 87532.
Allaah Knows best.