When I go through the Long Term Relationship: By Category, there's no ex wife or anything like that. I know it exists in the game, is it possible to set that somehow?

Sims need to have been partnered (steady or higher) before they can be ex-partners, and married before they can be ex-spouses. That might be awkward to arrange even with MC if either of them are partnered with someone else now, since sims can only have one partner at a time.

So I need to set them to lovers and then make them hate each other and break up? Alright then lol

You can simply set them to lovers with MC, then set them to exes with the same command.