http://www.aritek.com/hartgen/htm/de-audley.htm says he died in France. He was ambassador to France.

"Hugh de Audley, who had been summoned to parliament in the lifetime of his father as "Hugh de Audley, Junior," from 20 November, 1317, to 15 May, 1321, and after that nobleman's decease, as "Hugh de Audlie," from 3 December, 1326, 20th Edward II, to 10th Edward III 1337. His lordship m. Margaret, sister and co-heiress of Gilbert de Clare, Earl of Gloucester, and widow of Piers Gavestone, by whom he left an only dau. and heiress, Margaret, who m. Ralph, Lord Stafford. Hugh, Lord Audley, was created Earl of Gloucester, 23 April, 1337." Sir Bernard Burke, Dormant, Abeyant, Forfeited and Extinct Peerages, Burke's Peerage, Ltd., London, England, 1883, p. 17, Audley, or de Alditheley, Barons Audley, and Subsequently Earl of Gloucester (Sources: - 3)