Here are two recordings of an interview with Peter Helps' sister, AnnThornton. The interivew , which was conducted for the Imperial War Museum, was originally recorded on reel to reel tape and has been transcribed here to mp3 format.
In the recordings, she describes how she found herself in Denmark at the outbreak of the second world war and goes on to recount her escape back to Britain.
The escape is described in Reel 2, at about 10 minutes in (600 seconds).