Colonel Mayhew says they can't have the King do anything ridiculous during his escape, like dress up as a chambermaid or pretend to be a German lavatory attendant. King Charles II escaped England in 1651 disguised as a farm labourer and was ridiculed for it afterwards.
The series accurately portrays General Kellermann wearing the gray uniform of the "Allgemeine" or General-SS, which is noticeable by the thin silver cords he wears on both shoulders. This would ordinarily be seen as an historical error, yet it was not until mid-1942 in which SS and Police Leaders (which Kellermann is established to be) were granted rank in the German police and wore SS uniforms with green backed police shoulder boards. At this earlier stage in the war (summer 1941), Kellermann's insignia is completely correct given the time frame.