You could try braveheart sports. They have female martial arts instructors that can come to your place and teach your kids so the schedule is pretty flexible. Their instagram is "braveheartsports"
How small are you looking at? My son goes to World Black Belts Center, they accept kids from age 3. On weekdays, the little kids class is from 4-4.30pm. Friday, 9am and Sat 8.30am.
Can anyone recommend a place where martial arts is offered to small kids? The few places I have found all have classes at nighttime (for kids!) which I found very strange. Anything on weekends or normal hours during the daylight hours. Thanks.