Stunning archive footage of the Queen and her father
The Duke of Windsor (Edward VIII's title after he abdicated) was therefore made the Governor of the Bahamas in 1940 in order to keep him away from the UK.
The King joked in his diary: “I don’t think the Bahaman ladies will be best pleased!”
This was uncovered by Mr Roberts whilst researching for his new biography entitled Churchill: Walking with Destiny.
He is the first Churchill historian to be granted access by the Queen to her father’s diaries.
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Mr Roberts explained when the Duke of Windsor wanted to return home in July 1940, Edward demanded a meeting with the King to signal their social acceptability.
The Duke also said he wanted compensation from the Government if he were to lose the tax-free status he held in France.
Instead, Churchill offered him a Governorship far away from Europe.
Mr Roberts said: “It was clear that George VI and the Queen mother really did not want the Duke of Windsor to come back to the England once the Nazis invaded Europe.
“But they didn’t want him to go to the Bahamas either, where he became Governor of Bahamas.
“There are lots of references to the Duke of Windsor in the book and all the ones from the King’s diaries are brand new.”
In September 1944 Churchill met with the Duke of Windsor in London.
The King sent Churchill a telegram that read: “In any discussion as to his future, perhaps you would put forward by conviction, which you already know, namely that his happiness will be best promoted by making his home in the USA. Repeat USA.”
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Churchill responded he had not passed on the message in case it provoked the exiled former monarch to doing the exact opposite.
The Duke of Windsor, who abdicated his throne after deciding to marry divorcee Ms Simpson, was somewhat of a nuisance during the war
He made publicly defeatist comments on occasion and allowed himself to be influenced by Nazi propagandists.
Mr Roberts said it was a "tremendous thrill" to be able to read the King's inner thoughts that reveal his true feelings about his controversial brother.