It's true that they were banished, but sitting it out in the Bahamas while the bombs were falling on England seems like a better option.
It's no secret that after meeting him, Edward was impressed with Der Führer and Germany's stupendous recovery from destitution while
the British empire was at the point of collapse. Wallis Simpson was said to have slept with Ribbentrop the German Ambassador but it's most likely to have been a bit of black propaganda by MI5.
The Bullingdon Club was rather a collection of naughty boys and not to be confused with the January Club, as shown below:
'The January Club was a discussion group founded in 1934 by Oswald Mosley to attract Establishment support for the movement known as the British Union of Fascists.
The Club was under the effective control of Robert Forgan, working on behalf of the BUF. The founders as identified by MI5 were Forgan, Donald Makrill, Francis Yeats-Brown and H. W. Luttman-Johnson.
Members of the January Club included Wing-Commander Sir Louis Greig; Lord Erskine, a Conservative and Unionist MP and assistant Government whip; Lord William Montagu-Douglas-Scott, brother of the 8th Duke of Buccleuch and Conservative and Unionist MP; and Lord and Lady Russell of Liverpool.'

