According with my records, and an article I've publish in a book edited by Cascais Council, the former bullfighter Angél Alcazar de Velasco, Press Attaché of the Spanish Embassy in London, a rabid Falangist, posing as "agent Viktor" brought a letter, signed in July 1940 by the Marquis of Estella, adressed to HH the Duke of Windsor, then at Ricardo Espírito Santo's villa in Cascais, inviting him for move to Spain where he would be safe. This was part of the plot organised by the Germans to kidnap him.This was revealed by Velasco in October 1963 to Michael Bloch, who wrote a book concerning what was called "Operation Willi".
What really happened remain obscure. In his Memoirs [The Heart has its Reasons, page 343] the Duchess wrote: «one day we received a call from a distinguished Spaniard. Our visitor said he had come on a confidential mission on behalf of the Spanish Government to offer us a house in Spain. David thanked him, saying 'A have accepted a post under the British Colonial Office. I inted to serve my country'».
Now that the British National Archives published declassified secret material concerning this Abwehr agent, the true about the Duke of Windsor's saga in Cascais could be confirmed.