As discussed before in this forum, Operation Willi seems more of a fantasy proposal with no real chances of success than a serious military operation. To accept that the Duke of Windsor would willingly "work with Hitler" in any way supposes that the claims that he had pro-Nazi views are accurate. Which will possibly be debated for as long as the Windsors hold a fascination for historians but which I tend to believe were exaggerated to suit the establishment post-war narrative where the couple were concerned.
Whilst post-war commentary would have it that the Windsors had a cushy war in the Bahamas, that isn't really the case. In Michael Bloch's book The Duke of Windsor's War, you see how the Duke was actually meeting regularly with key US military figures and politicians and was lending his support to war relief efforts that benefitted the UK and the occupied territories. The Duchess actually proved herself well beyond what had been expected, serving as President of the Red Cross in the Bahamas and establishing military canteens and hospitals at which she personally worked each day. These photographs and stories were printed widely in England to show that the entire Royal Family was working to better the war effort and that the Windsors were no different from the Kents or the Gloucesters in their day to day activities.
Yet the problem with that was that the moment the war was over, the Royal Family couldn't find a reasonable excuse to keep the Windsors away from England. Why should the Duke and Duchess be refused a chance to carry out public duties for the Crown when they'd been doing just that for 5 years in the Bahamas? Remember, the majority of the British public had never understood why they were treated so harshly in the first place. And so the nonsense stories began. The Duchess had spent the war in Miami shopping, the Duke had played a part in covering up a grisly murder during his time as Governor, etc etc. These stories were mostly put about by Tommy Lascelles working on behalf of Queen Elizabeth, the Queen Mother who could never countenance the idea of the Windsors coming back to Britain, even more so after George VI died.
This applies to the Duke's political views too. He was a proponent of appeasement, as were many key figures of the British political establishment. His trip to Berlin was particularly ill-advised, though he was not the only one making jaunts to take tea with Hitler. His motivation was a selfish one but in no way a political one. He soon changed his views when war came and there is no suggestion that he ever issued a statement or wrote a letter which indicated he wanted Britain to lose the war. There's one example floating around which suggests the Duke praised the Nazis for the use of Blitzkrieg because it would end the war sooner. This is a fabrication which has since been debunked and seems to have come from Lord Dacre - the same Lord Dacre who offered legitimacy to the Hitler diaries which were widely accepted even when they first appeared to be fakes. Equally Peter Morgan's take on the Duke's relationship with Nazi Germany as portrayed in The Crown seems heavily influenced by the Charles Higham biography of the Duchess of Windsor which also inspired the Andrew Morton biography, both of which have been discredited and contain many inaccuracies. Let's not even start on the Lady Colin Campbell take on things...
What you have to ask yourself is this; did the Duke of Windsor really hate his family and his country that much that he would collaborate, willingly or unwillingly, with the Nazi regime? I would argue he did not. You also have to ask if his views made him a genuine target for Operation Willi. I would argue they did not. After all, he was unlikely to be invited to lunch with the Roosevelts during war time if there was any suspicion that he was in any way pro-Hitler. And the same goes for his wife who accompanied him. Operation Willi makes for an interesting plot of a movie but in reality? It was just fantasy and had it ever been put into action? You most likely have an imprisoned Duke and Duchess with even less reason to warm to Hitler and his thugs.