What time are you aiming to arrive at Thornbury Castle? We stayed there last year (we stayed in the Gatehouse) and the house and grounds are well worth spending a good amount of time exploring. We took the option of paying for a private guide to give us a tour and I highly recommend it. Unfortunately, looking at your schedule you may not make it to Thornbury until late and most likely after dark and with an early morning start you're going to miss out. It seems a shame as it's more than a place to simply spend a night as somewhere just for sleep.
If you're aiming to get to Stonehenge for opening at 09:30 you could theoretically cover it within an hour, I've seen plenty of people do so because they actually have no real interest in the stones or the history/mythology surrounding them but feel that they have to go because it's considered a "must see". If you're there first thing you shouldn't have any worries about finding a parking space although the traffic around Salisbury may still be heavy at that time of the morning (it's notoriously bad).
If all goes well then you could be in Bath in around an hours drive. Plan your parking well ahead! Personally I could spend hours in the Baths, some people less so and you'll most likely be dictated by your children's interest level. If you do not intend exploring any more of Bath other than the Baths then you could make it to Thornbury by early to mid afternoon. We dined at the main restaurant and the food was very good not to mention the ambience. They offer a kids menu for those kids not keen on duck terrine or wild rabbit ravioli (that's most kids!).
We had lunch at the nearby Royal George pub which is a short walking distance from the castle. It was quite good, a step up from normal pub fare but nothing fancy or too exotic. They offer an evening menu if you'd prefer not to eat at the castle.
I suspect your children may be bored with Stonehenge so it could be a quick visit. The baths will be more interesting but you know your kids, I don't. My eldest at 11 was very interested, the 9 year old was very bored. I think they'd both love Thornbury so if you can get there before sunset (17:00 on 2nd April) it will give them more time to run around and explore.
I don't recommend driving a car straight off a long haul flight. Take a taxi to Windsor, it's close and collect the car either from Windsor or back at Heathrow the following morning.
Are you planning to drive into London and return the car somewhere there or do you mean returning it back to Heathrow? There are worse places to drive in than London but it's not easy by any stretch, particularly if you're not used to driving on the left and/or in an incredibly dense, busy and old city as London.