Edward VIII abdicated at the end of 1936, almost three years before the start of the second world war. At that time being a Nazi sympathizer was still perfectly respectable in much of British high society. I think possibly you are getting the timeline slightly mixed up.
You're right I had the timeline between abdication and "exile" condensed in my head. But by govt relief I wasn't referring to High Society but the functional bureaucracy of govt and intelligence services etc.
I recall (possibly faulty memory) from a documentary I watched once, that the bureaucracy stopped providing him with certain daily government briefing documents out of fears for national security.
