I would just make the call. If you're worried about damaging your relationship with the parents, then lie.
Make the call and at pick up time, tell them "oh my gosh, cps came here today. They said there was a report on your kids! What's going on??" Maybe that would take the heat off of you, but still get this addressed. Yes, it's dishonest, but if you're "too nice" or a very non confrontational person, this could work for you.