Upvote:4
Since this is only about exit control, showing the border control in Finland some form of plausible proof that a residence permit exists will probably be sufficient.
Since the police report issued in the Czech Republic may be unfamiliar to them, getting some form of verification in English or Finnish would make this easier. The Belgium or Finnish embassy should be able to do this.
Since the children will be accompanied by the parents (who have a residence permit) this should satisfy the border control on exit.