After the outbreak of the Second World War, he volunteered to join the British Army. He was accepted as an officer cadet by the Grenadier Guards, but as an alien was also served with a deportation notice. Connections via Baille with Anthony Eden, David Margesson and James Thomas removed the threat of deportation, and he served for a year as a sergeant in the Alien Pioneer Corps. He joined SOE, and undertook clandestine missions in occupied Belgium and the Netherlands. After he refused to serve with SOE in Hungary, he transferred first to No. 4 Commando and then the German-speaking X Troop in No. 10 Commando. He was commissioned in 1943. He met the entomologist Miriam Rothschild the same year, while recuperating at her house in Northamptonshire. She was herself partly of Hungarian descent, and they were married in August 1943. They had four children, and adopted two: two sons and four daughters. While commanding one of the Operation Tarbrush commando reconnaissance raids on the coast of the Pas de Calais shortly before D-Day, Lane was captured by the Germans on 18–19 May 1944. He expected to be executed in accordance with Hitler's Commando Order but instead he was questioned over tea by Field Marshal Rommel, with Lane pretending to know no German, and to be Welsh to hide his Hungarian accent when speaking English, and then imprisoned at Fresnes Prison near Paris and then Oflag IX-A/H at Spangenberg Castle in Hesse. He later escaped and was liberated, finding shelter with his brother-in-law Victor Rothschild in Paris, whose house had plenty of Château Lafite and Dom Pérignon but no hot water. He was awarded the Military Cross for his war service, for his part in the Tarbrush raids.
Later life
He was formally naturalised as British in 1946. He assisted his wife to run her estate at Ashton Wold near Oundle in Northamptonshire after the war, until they were divorced in 1957. He moved to the US and worked as a stockbroker. He married Elizabeth Heald in 1963. She was the daughter of Conservative politician and former Attorney General Sir Lionel Heald. They lived in London. He died in London, survived by his second wife, and his son and three daughters from his first marriage: Rozsika Parker; Dr Charles Daniel Lane; Johanna Miriam Lloyd-Jones; and Charlotte Theresa Lane.