'We love you Mum, come home soon': Sara Connor's kids make heartfelt video

The children of Bali murder accused Sara Connor have made a heartfelt video, pleading with their jailed mother to come home.

Ms Connor is currently being held in Denpasar Prison as she and her British boyfriend David Taylor stand accused of killing Bali police officer Wayan Sudarsa last month.

Ms Connor's ex-husband Anthony arrived in Bali this week to support the 45-year-old, taking photos and video of the former couple's two children with him.

Sara Connor's ex-husband Anthony. Source: AAP
Sara Connor's ex-husband Anthony. Source: AAP
Ms Connor, right, and boyfriend David Taylor in prison orange. Source: AAP
Ms Connor, right, and boyfriend David Taylor in prison orange. Source: AAP

"The first thing she said was, ‘Have you got photos of the boys?’,” Mr Connor said.

“They sent a little video to me to give to Sara and every time I see it, it breaks my heart. They are just saying, ‘Mum, we love you, come home soon'.

“It is tough for us. The boys don’t know when Mum’s coming home.”

Mr Taylor at a re-enactment of the Kuta beach murder scene. Source: AAP
Mr Taylor at a re-enactment of the Kuta beach murder scene. Source: AAP

Mr Connor says his ex-wife is fairing better in the Bali lock up, after failing to eat for the first week.

"She's just in disbelief that she's in there," he said.

"She's innocent for sure - wrong place, wrong time."

Ms Connor and Mr Taylor share a kiss after being reunited. Source: AAP
Ms Connor and Mr Taylor share a kiss after being reunited. Source: AAP

Ms Connor was able to see her current boyfriend David Taylor earlier this week for the first time since the couple's arrest.

The duo took part in a bizarre reenactment of the alleged crime, in front of media and onlookers on Kuta beach.

Mr Connor, who remains close to his ex-wife, said Sara felt a lot of sympathy towards the late officer's widow and children. He says she has requested any money donated to her should go to Mr Sudarsa's widow.

The Byron Bay dad will return to Australia, and his children, on Saturday but remains hopeful his ex-wife will be able to leave Bali.

Anthony Connor with Bali police. Source: AAP
Anthony Connor with Bali police. Source: AAP

"We all love Sara, we just want her to come home," he said.

"My kids are strong, they're amazing ... they miss their mum."

Ms Connor and Mr Taylor will face further interrogation in the coming days before authorities make a final decision over which charges will be laid.