On the outbreak of the Second World War in September 1939, the Duke and Duchess were brought back to Britain by Louis Mountbatten on board HMS Kelly, and Edward, although an honorary field marshal, was made a major-general attached to the British Military Mission in France. In February 1940, the German ambassador in The Hague, Count Julius von Zech-Burkersroda, claimed that the Duke had leaked the Allied war plans for the defence of Belgium, which the Duke later denied. When Germany invaded the north of France in May 1940, the Windsors fled south, first to Biarritz, then in June to Spain. In July the pair moved to Lisbon, Portugal, where they lived at first in the home of Ricardo Espírito Santo, a Portuguese banker with both British and German contacts. Under the code name Operation Willi, Nazi agents, principally Walter Schellenberg, plotted unsuccessfully to persuade the Duke to leave Portugal and return to Spain, kidnapping him if necessary. Lord Caldecote wrote a warning to Winston Churchill: "[the Duke] is well-known to be pro-Nazi and he may become a centre of intrigue." Churchill threatened the Duke with a court-martial if he did not return to British soil.