If my DD wakes up enough to call for me or get out of bed, I snuggle her, calm her, whatever she needs. Last night I held her for a bit til the nightmare images went away and put her back to bed. She asked if I'd stay and I did for about 5 minutes - all she needed to feel reassured and go back to sleep. She doesn't share a room, but she does share a wall with SD if SD is home. SD uses a fan for white noise.
It sounds like your kids have night terrors. DD acts very differently when she has a night terror but I can tell she is not awake. For us, it often helps to try to wake her, but how varies. Sometimes a touch or a voice just becomes part of the dream and is scary. I usually try singing her lullaby - which is comforting to her and usually helps her snap out of it. Your kids might also sleepwalk and have NO IDEA what they did or said. If you think they are likely to sleepwalk and get hurt, put up gates for stairs and things.