I think he had some problems keeping in touch with the Duke of Kent because Princess Marina flat refused to acknowledge Wallis.
In Princess Alice's autobiography she said something about the Gloucesters having arranged to meet the Windsors on their way back from Africa or something, as a test of public opinion, and apparently the Gloucesters received hate mail as a result. Also it didn't sound as though the meeting was wildly successful. On the other hand, I'm not sure that the Duke of Windsor and the Duke of Gloucester were all that close as children; the three eldest (Princes Edward and Albert and Princess Mary) were a threesome, and then as they got older Edward drew closer to George, so it seems as though he always had a more distant relationship with Henry Gloucester than with the other siblings.