What if a bunch of opposition/resistance types left Nazi Germany during WWII and established a government-in-exile? Maybe over time, maybe in a huge exodus in the wake of a failed Valkyrie-type coup, etc. Maybe earlier on, let's say former German royals/nobles voice criticism and lobby for the reestablishment of the monarchy.
I can't see any of the Allied governments liking them, but could they serve as a convenient group to be installed in power in postwar Germany? And for propaganda purposes, etc.