Do they have bands that I could but on the kids if the get lost

No they do not provide bands like that.

I read online about what this woman did with her kids. Take a sharpie marker or pen - write your kids name and your phone number on their wrist. Then put clear nail polish over it in case it rains. I have my son wear neon colors when we go to the parks. Either his hat or shirt, he is easier to spot if he strays away from us.

Not to my knowledge but most families use the bookbag that looks like a leash. If your cchild gets lost go to guest services and they will radio all of the staff in the park to assist in finding your child. It's very effective.