He was still alive in that time, did he flee to another country?
The relations between Wilhelm II and the Nazis have been a bit ambiguous.
On the one hand Wilhelm didn't like Hitler as a person, but on the other hand he saw the Nazi movement as a force that would give germany its comeback, and he also hoped, that the Nazis would reinstate him as the emperor of the Reich, just as the fascists in Italy were coexisting with the italian king. So he allowed his sons to get involved in Nazi politics and received visits from Göring in 1931 and 1932.
The Nazi movement then again was founded in part out of resentment of the revolution of 1918 and believed, that WW1 had been lost because of a 'stab in the back' by the left in germany, so they felt some respect for Wilhelm II. But since Hitler had become their larger than life Führer, and they intended to build a new Germany from ground up anyway, they actually didn't care for a reinstatement of an emperor, be it Wilhelm II or any other german nobleman.
They knew, that within the german people existed still very nostalgic senstiments towards the 'Kaiser' and the 'good old time', and that the still monarchist - but not pro Wilhelm II, btw - german nobility was very influential, so they did whatever necessary to show respect for prussian traditions and emperial authorities in public, to curry favour with the nobility, and even implied in private to Wilhelm and his confidants every now and then, that a reinstatement of an emperor, even the emperor, might have been within the realms of possibility.
When Wilhelm realized, that the Nazis wouldn't call him back in 1933, he was furious, but once WW2 started he was all fired up and was pleased by every german victory, after the french defeat he even sent Hitler a congratulatory telegram.
In 1939 the dutch government asked him about his intentions in case of war, to which he replied, that he'd stay put unless the allies would approach, in which case he'd return to Germany. And 10. May 1940, when Germany started the war in the west, the british government offered him to fly him out, but he refused.
When the Wehrmacht reached Doorn 13. May 1940 Wilhelm was cheerful and ordered to serve champagne. The germans rather cordoned him off than guarded him with their detachment of soldiers, but since he hadn't been very free in his movements under dutch rule too this didn't change very much for him. But his german servants, who had been interned since 1939, were freed and that did improve his life conditions.
Wilhelm died 4. June 1941. Hitler sent a funeral wreath for the funeral 9. June but didn't bother to get there himself. Goebbels noted, that there had been a very cool reception of the news of Wilhelm's death between the Nazis, but that he thought that even this was too good for him. Adding: 'But at least he's dead. He survived his time for far too long.'
Sources:
Balfour, Micheal 'The Kaiser an his Times'
Cecil, Lamar 'Wilhelm II: Emperor and exile, 1900-1941'
http://www.spiegel.de/spiegel/print/d-42622189.html
http://www.spiegel.de/spiegel/print/d-46477756.html
https://www.zeit.de/1968/38/der-alte-mann-und-das-reich/komplettansicht