Interesting question of whether a son would have been able to inherit the Duke of Windsor's dukedom. Under normal circumstances the letters patent would have a remainder to "the heirs male of the body lawfully begotten". But these Letters Patent have been sealed and so their contents are unknown to most, as far as I know. I believe it says somewhere on the heraldica.org website that there are documents regarding the abdication aftermath which are sealed until 2038. I wonder if the letters patent of March 8, 1937 (the ones granting the dukedom of Windsor) are among these documents.
I'm willing to bet they were sealed (for 101 years no less) because they are not of the ordinary form.
First, we can assume there were no subsidiary titles conferred as none were ever mentioned (by King George VI at his first privy council on Dec. 12, 1936 when he conferred the dukedom on his older brother)) or at any other time.
This was no doubt to ensure that no first born son would have a courtesy title to use.
Second, I'll wager that the Letters Patent did not have the usual (or in fact any) remainder precisely so that any son could not inherit the title upon the Duke's death. The King (encouraged no doubt by his Queen) went to great lengths to deny any royal status to the Duchess (Mrs. Simpson) and any future children. This we know for sure by the Letters Patent of May 27, 1937 which expressly denied HRH to the wife and any descendants of the Duke.
If I am correct about the Dukedom having no remainder, instead of being hereditary, it would have been in effect a life peerage! Perhaps the first one ever and years before life peerages (all Baronies) began in 1958.