That's on you. Which you prefer is what you need to decide. People's priorities and preferences are different and people don't mind yours before giving advice.
Check with the embassy/consulate KL, Penang, and Kota Bharu if they issue the visas you need for your family and eligible nationalities. The sites have visa requirements information.
Your kids cannot stay in Thailand legally without visas even if under 15yo. Once their visas/extensions are expired, they are on overstaying. Minors are just not charged a financial penalty for overstaying.
KL:
********************************************
Penang:
****************************************************************************************************************************************
*****
9-visa-application-form?page=5d75e
*****
e39c242c
*****
c&menu=5d75e
*****
e39c242c
*****
1
Kota Bharu:
**************************************************************************************
*****
e39c25a
*****
dd