Serving in France and relying on his "appealing personality and sharp wits," Cole advanced rapidly to the rank of sergeant with the Royal Engineers. In March 1940, he was jailed for stealing the non-commissioned officer's mess fund. He quickly escaped, but was caught and jailed again, until released by his guards in June 1940 as the invading Germans were overrunning British armies in northern France. He remained in France when British forces were evacuated from Dunkirk after their defeat. Several thousand soldiers, mostly from Britain and the Commonwealth, were left behind in France after the evacuation and were housed and hidden by French citizens. English pilots were also being shot down over France and, if they survived, sought assistance from the French.