According to the documents published in A Lifelong Passion by Andrei Maylunas and Sergei Mironenko, the Provisional Government reached a decision on March 7, 1917, that Nicholas II, who was still in Mogilev at the time, would be arrested immediately upon his arrival at Tsarskoe Selo. His wife the former empress would be arrested at the same time. In the PG's decision, quoted in this book, no mention was made of the fate of the children,-- however, according to Count Benckendorff's memoirs, on March 8 he was informed by General Kornilov, Commander-in-Chief, that "as soon as the health of the children allowed it, the Emperor's family would be sent to Murmansk where a British cruiser would await them and take them to England" (p. 555). Gilliard also states in his memoirs that he first learned on March 8 that the tsar and his wife were shortly to be arrested.
Probably the confusion with the dates, Rodney, arises from the (natural, apparently it was not unexpected given the train schedules) delay in the former tsar's arrival at Tsarskoe Selo. While the decision of the Provisional Government to arrest the former emperor and empress was taken on March 7, they were only formally arrested on March 9, shortly after 11.15/11.30 AM, when Nicholas finally arrived at the gates of the Alexander Palace.
Nicholas only refers very obliquely to the arrest in his diary. On March 9, 1917, he writes:
I arrived at Tsarskoe Selo quickly and without mishap -- at 11.30. But God, what a difference, there were sentries on the street and in the park around the house, and ensigns of some sort in the entrance! I went upstairs and saw darling Alix and the dear children. She looked strong and well, but they were all lying in a darkened room. They are all feeling fine, except Maria who only developed measles a short time ago. We lunched and dined in Alexei's playroom. Saw dear Benckendorff. Went for a walk with Valia Dolg[orukov] and worked a little with him in the garden, as we aren't allowed to go further!! After tea I unpacked my things.
This is either the classic understatement of a man educated by a British tutor, or the denial of reality of a man who can no longer handle his own too real reality. Take your pick, there are various interpretations of NII's behavior after his abdication. My own sense is that the French Ambassador Paléologue was right, and Nicholas had experienced some kind of major nervous breakdown in the days leading up to and culminating in his abdication. He could no longer carry on and therefore his abdication came, on the most profound level, as a relief to him.