Beg to differ. The duke of Windsor wasn’t a one-off thing. There is a good reason Rudolph Hess flew to Scotland and why it was kept secret until the day he died....and afterwards.
Hess was going to meet with people who he had very good reason to believe would play ball.
You’re probably right that the king would have flown ot of the country. But, i see zero reason to think the Brit aristocrats would have behaved any differently than any other Euro royalty (including the Vatican).
The hard cold facts are that across Europe the very wealthy, the aristocracy, and the Vatican all played ball to the degree it took to keep their position in society.
The position of the Pope during WWII is controversial to this day, but the debate is not over cooperation with the Nazis, which he did not do, but the extent to which the Pope resisted them given his means.