Should in case I get invited to an interview due to my failure to divulge certain important information on my application. Please, what should I do? Is it possible to withdraw my application right and there in order not to incur the 10 years ban or what are my options? I am applying for a family tourist visa, so my underaged kids are also going to be afected by this decision I presume. Other vital information: we were told the visa is being processed in England. They only have a biometric and application collection centre here in Copenhagen.
You really only have two options.
One is to do nothing, let the application proceed, and if you are ever asked further questions about this tell the truth, that you didn't think your other names were important. In your other question you say that your 'other names' include your birth name (you are currently using your married name), which would appear on your birth certificate. It's reasonable that a visa officer might consider that name important. You also say that you might have included your birth name in previous applications, and if so the discrepancy will raise a flag with the visa processors.
Your other option is to cancel the application you just made, and make another one in which you include all the names you have previously used. This might cost you more money, but is more likely to get you an acceptance. With a history of declined visa applications you need to make sure everything is as correct as possible.