ASBWI: King Leopold II abdicates, goes to Congo Free State

What if Leopold II was forced to abdicate and goes into exile in the CFS? Would be remain director-general or president or chairman or whatever his title was as the head of the Association internationale africaine? This is low plausibility but doesn't actually involve the supernatural so I wanna talk about it here.
 
Why is he forced to abdicate? That'll affect the likelihood of him going to and his position in the Congo Free State.

That put aside for the moment though I'm going to assume several assassination attempts would be made. Leopold wasn't exactly beloved by his Congolese subjects.
 
Things may turn really bad for the poor Congolese, especially if he manages to remain in power there... perhaps he would proclaim himself King of Congo or something? I don't know much about the subject, only that Leopold was one cruel, racist and brutal king and that he pretty much turned Congo into his personal hacienda. How would the European powers respond to this? How would the U.S.?
 
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