Your home is your castle, rented or owned, it is the place where we feel safe, for ourselves and our children. It's where we can laugh, cry, dance and sing as much as we like, as long as not during late hours or continuous loud music etc being played.
Your children dancing and singing in their bedroom at 8pm is no reason whatsoever for this neighbour to knock on your door. To be honest my husband would have knocked down the guys door if he had done that to me.

You are left feeling scared now and worried and you should not be asking your children in their own home having fun to be quiet incase the guy next door gets upset, it's your home and the guy for the reasons you have given is bang out of order.
You need to get that message across to these neighbours, unless this is a build up over weeks or months of excess noise and the guy snapped that day only you will know, but no-one is going to say that children dancing and singing to nursery rhymes at 8pm is noise nuisance, so he should not have knocked on your door, he has no right and you need to tell him so. If you want to talk to the woman and you think she can sort out her husband then do so, if not let your husband do it, but your not to be bullied by any neighbour, if it comes to the police being called because he is aggressive then you'll have to do that, they will soon tell him he is in the wrong, maybe you will need to do that.
But you should never be frightened in your own home, or feel you can't laugh or sing there.