There are certainly allegations that the Duchess cheated on him after the marriage and treated him rather badly.
I think part of the problem was that after the abdication they didn't know how to spend their lives. Remember how the Duke tried to retain some of his prestige during World War II and how quickly Bertie and Elizabeth cut him off. (Of course, Bertie really had to curtail any possibility of a second court, especially during wartime.) But how should an ex-king spend his time? There haven't been many successful examples, unless the monarch was elderly (I'm thinking of The Netherlands in particular).
The Countess of the Ramones wrote a book (I think it was called The Spy Wore Red) about her espionage activities and her friendship with the Windsors. I enjoyed the book very much.
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