Macduff is off in England. Malcolm has gone to England to try to drum up support for his efforts to take the throne from Macbeth. Malcolm believes that Macbeth has killed his (Malcolm's) father (which he has) and he believe the throne is rightfully his.
Macduff has gone to England as well to support Malcolm. He has made it clear that he does not trust Macbeth. He has done stuff like skipping the feast where Banquo's ghost appears to Macbeth.
So as far as who he's consulting with, it would be people in England who might be allies of Malcolm against Macbeth. Among these is the king of England.
Lennox mentions to a lord how Macduff has skipped “the tyrant's feast” and “lives in disgrace.” The lord says that Macduff has followed Malcolm to England, where the young man and rightful heir lives under the protection of King Edward. Macduff plans “To wake Northumberland and warlike Siward” as well as ask for the king’s help in regaining the Scottish throne from Macbeth.
Unfortunately for Macduff, the witches tell Macbeth to “beware Macduff,” whom Macbeth already suspects. On top of that, Lennox tells Macbeth, “Macduff is fled to England.” Macbeth takes this opportunity to attack Macduff’s family. We see that Lady Macduff is furious at her husband for leaving so speedily, worrying for her family’s safety.
Ross assures Lady Macduff that her husband has not gone in fear but in wisdom, but she still rails against him. After Ross leaves, she and her young son playfully debate about Macduff’s loyalty. Her fears are soon realized when men sent by Macbeth arrive and kill everyone in the castle, Macduff’s “Wife, children, servants, all / That could be found.”