Hmmm...you read the Charles Higham bio too?
When the Germans invaded through the Low Countries and into France, Edward deserted his command and fled to Portugal through Spain. While in Portugal he was put up by a banker friend who was well-connected to the German legation in Lisbon. The German Ambassador and Edward became fast friends and Edward told him the highest British secrets; the Ambassador informed Berlin. Edward even asked the ambassador if the Germans would secure his property in France from harm, and the Germans provided security until they were forced out of France. This was at the time his homeland fought for its life against Germany.
MI-6 kept PM Churchill well-informed of the former King's treason. Eventually, Churchill had a private meeting with King George VI. Churchill told the King about Edward's treason and proposed a choice: either the King would take care of Edward or MI-6 would. Churchill sent the wayward ex-King a message that if he did not return home, he'd be subject to court martial. The King sent a destroyer to Portugal in August 1940 and brought Edward out. He was shipped to the Bahamas and appointed Governor General. Edward held this post until the war in Europe ended.
Edward spent the rest of his life at a chateau outside Paris and several other vacation homes about Europe. He died in 1972.
I enjoy biographies over fiction any day of the week...and THIS story was, IMHO, definitely in the "you can't make this s**t up" category.