As long as you comply with the courts order and make notification you should be fine. DO NOT let her get away with controlling you and your rights to be with your children. Once you allow it, she will use the children to try and manipulate you for years to come.
Are you scheduled for the 4 days in question? Make sure you do not break any court order visitation schedule. If, you are scheduled for those 4 holiday days with your children, and you let her know where you are and where you can be reached at all times, then you are fine.
My wife pulled the same thing on me but was able to get away with it since a schedule for holidays has not been defined yet. She told the courts she did not want me to take our sons to Florida for 4th of July to visit family because she had a dream that they were eaten by alligators! When my lawyer questioned her about this in court by asking her if our children had ever been threatened by alilgators during the 8 years we lived in Florida she said no. She came off looking like a real nutcase to everyone in the courtroom.
What you will find is that if you do what the courts order of you, she will eventually do somehting stupid which will be to your advantage. Make sure you document everything in a journal with dates and time and if possible have witnesses.
Also, it is always a good idea to run things by your attorney first.