What is the UR's deal with supporting the Confederacy? I get that you might want to keep a potential threat (the US) busy, and weaken them as much as you can. So from that perspective, it makes some sense to support a war that is highly detrimental to them, but you'd go as far as provide safe haven for a criminal? You'd be straining your relationship with the US quite a bit there. I mean, I can't imagine it's in very good condition now, given that you have publicly supported the rebellion, but housing Lee and allowing him to escape justice is a punch to the gut.
I can't imagine the rest of the world takes your support for the Confederacy -a nation fighting to keep slaves- very kindly either.