Which Greco-Turkish War are you talking about?
In the one fought 1919-1922 the Greeks couldn’t keep the Ottoman territory given to them by the Allies. They didn’t lose mainland Greece.
https://en.wikipedia.org/wiki/Greco-Turkish_War_(1919%E2%80%931922)
In December 1922, Prince Andrew was banished from Greece for life by a revolutionary court, thus forcing his family to evacuate to France. It is known that Prince Philip was carried in a fruit box all the way from Greece to France to be kept safe.
Prince Philip Royal Family Tree: Past and Future Generations