Fears grow, too, of his association with fascist sympathisers, and the possibility the king could attempt to overthrow the government to keep his seat of power on the throne. At the very least, would the affair trigger civil unrest and turmoil in an already unstable country.
The Prime Minister must make that difficult decision. To spy on the head of state, the monarch, is an extraordinarily controversial and intrusive act, but Baldwin finally gives the order. The British intelligence service began to spy on the King. And so began one of the greatest constitutional crises in centuries… Edward and Wallis - The Exiled Windsors.