I’m reading “What is Real” by Adam Becker and this is mentioned without any more details. Here is the excerpt.
(It’s very possible that it refers to something that was mentioned earlier, which I missed - but I couldn’t find anything.)
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Walter J. Moore's Schrödinger: Life and Thought p. 338 quotes the 19 July 1939 letter, which explains why:
I naturally knew there was a certain danger when I went back to Austria. But that the fortress would be surrendered without striking a blow, that I never reckoned until the end. Just a few days before, I was with a section chief in the Ministry and said to him: if you put a rifle in my hand I will be glad to defend myself, but don't let me remain as a hostage in nazified Graz. You can imagine with what feeling just a few weeks after the overthrow [Umschmiss] I read the signature of the same gentleman under the orders of the new Minister! I hope you have not seriously taken amiss my certainly quite cowardly statement afterwards. I wanted to remain free – and could not do so without great duplicity.