Yes. You would have written and addressed the letter normally, then enclosed it in another envelope addressed to Thomas Cook, Box 506, Lisbon, Portugal. See Appendix 3 of this philatelist monograph, with more information.

It was possible to contact civilians and military personnel in occupied Europe and elsewhere via the International Committee of the Red Cross (ICRC). According to the 1929 Geneva Convention (which was an ICRC initiative), persons in belligerent countries could send a message to their family member via their national Red Cross Society to the ICRC in Geneva. The Red Cross messages were an international legal arrangement and they provided a format for these contacts. The ICRC contacted the national Red Cross Society in the enemy country and passed on the message to the national HQ. On their turn the national Red Cross Society contacted the family members. In the same way the ICRC was the main provider of information on POW's and enemy soldiers who were killed in action.

Still no answer on whether you could make a phone call across borders?