When you press esc button during game, you should be able to exit the game by pressing "Y". This option works fine at Battle Isle but not at History Line, at least not in the gog version.
There is an alternative way to skip to main menu by pressing "Z", but that's not the point.

BTW. i was trying to find this game long time ago, but searching by "History Line" gives:
"Your games catalogue search had no results :("
So i found it by accident :)

It's to do with the game's German origins. Basically, on a German keyboard the Z and Y keys are switched round, so while it's telling you to press Y, the key it's actually expecting is where the Z key is, if you see what I mean.

Oddly, though, Battle Isle Data Disk 1 also had this problem and the GOG team appears to have instead changed the prompt to asking for a Z. Presumably they could do this in History Line as well if you sent them a support ticket.

As for your second point, it does seem that having the search engine pick up on what games are inside collections would be a useful feature - I'm sure somewhere else on the site someone else notes they didn't know Incubation was in this pack either. :)

Yes, you are probably right, but on the contrary in German language "Y" those not stands for "yes", and if you will notice, pressing "Z" changes map code in main menu.
In Battle Isle 1 "Y" works fine by the way.

Did you try it at the right time (when both players are ready to switch turns)?

I was in HL a couple of seconds ago and it worked.

Language setting HL: English
Keyboard Type: (German Layout)
Keybord set to English

I've never tried otherwise.
Seems that QuadrAlien is right, it's all about German keyboard layout.

Actually, you are pressing y when you press z. It's the American Version of the Game, and they have a QWERTY Keyboard Layout opposed to QWERTZ, meaning that Z and Y are in different positions opposed to your keyboard