Moha21

This is a normal/generic update. It means someone has touched your case, and you may see a decision within the next few months.  

I know of others who have not paid the fee in this situation. The stamped immigrant visa is enough to prove LPR status. 

No, but still expect to be asked about at the POE.

Lots of visa applicants go through AP, especially at Casablanca.  It isn't out of the ordinary and it does not mean your family is being victimized.

Did the keep their passports?
 
they are doing the new security checks on the social media attached to the ds 260 the kids (or you if you did them)  
many have been on hold since November and December 2018 as they got the ds5535 
so, the embassy is checking each case for this additional security checking
so sorry it is happening to all now
and you will not get any answers from embassy till all this is done
 

If it's the first  passport after the naturalization,  you will have  to apply  in person and they going to keep the original certificate of citizenship, then  they will mail it to your house with your passport  (after 2 to 3 weeks) 
 
 

Of all these replies, none has answered his questions or requests. The wife has a Tourist visa and they have intended her visiting to give birth in US. He didn't complain of not having the money to foot the bills or intend seeking for Green Card through their child (unborn) immediately. It should be better to give an answer to his question or request, or we pass by.
 
Thank you.