The best thing for you is to get your kids a visa to a European country, or the USA. Once you've made a trip or two with your whole family and come back, it will be much easier to get a Canadian visa.
Right now, I can't think of any way you can prove you'll return to Bahrain. You already sent all the documents you have that mention your business, your home, etc. and none of that made a difference.
Your three kids all have a US and Schengen visa?