What legal action can I take against my ex-wife’s boyfriend to protect my children?

I am currently going through the dissolution process. We have two daughters, 3 and 6. She moved into an apartment and immediately there was a guy living with her, mooching off her is the better term probably. I am not a bitter person, and I could care less about what she does with her life. But he in my opinion is not good for my girls. Last week when they came home from her place, they told me how they got to play with his new gun (I think I have narrowed it down to a BB gun) and one of the girls jokingly talked about how the other had aimed at her own head. She replied by saying it was okay because it wasn't loaded. How could she know what that even means? They also told me how he had exposed himself to them by dropping his pants and showing his ass as if it was funny. In the 6 years they have been alive they have never messed with a gun or seen a man's ass. I was also told by my ex that he has children from two other women but he only gets court ordered visitation but he never does see them because supposedly they won't bring the kids to him sounds a bit odd to me, if it is a court ordered. He makes no attempts to see them himself either. He is also a chain smoker, something else my daughters have never been exposed to. Wouldn't I have sufficient concerns to ask that he not be in attendance while my daughters are visiting her? My ex is completely blind to all of this and says the girls are lying, which I know for a fact they are not. My question is do I need to go to the court and try to get a restraining order against him, or just call the police and tell them about the gun and him exposing himself?