In doing a Google search not much comes up about the late Duke of Edinburgh and what he thought of it all. The link below comes from an article in the Daily Express in Sep 24 2024. It's short and does not have much in the way of details.

https://www.express.co.uk/news/royal/1952485/prince-andrew-prince-philip-interview

The New York Post has an article from 5 Dec 2019. Which has the same story of A M-W going to see his father at Sandringham. But, this article is written closer to the event happening.

https://nypost.com/2019/12/05/prince-philip-told-prince-andrew-to-take-his-punishment-for-endangering-royal-family/