While we may be aware of Willy Wallace bieng out of place in the Late Campaign, I just RP that he was not caught and executed, even when I am playing England.

One issue though is that he has very little loyalty, true he was a Balliol supporter, though I easily annexed him into the family when I snagged him with the English princess, also I see him turn rebel quite often due to his low loyalty. Maybe make him a bit more loyal, and have more command so he can be the great general he was.