Windsor is not only very close to London and in the south where an invasion was most likely to have come from but whilst not the actual castle was bombed during WWII.

I am also pretty sure that the Crown Jewels were stored in another country house (and not a royal residence).

Again I would very strongly suspect the majority of her jewels were with QM but there would have been cache's for insurance purposes scattered around designated safe houses for use as the royal family retreated north.

One of answers to the question of which tiara's QM may have had with her would depend on what she left as her personal property compared to what she had handed over to QE as queen regnant.