As news of their departure broke, a glammed-up Meghan was snapped looking pensive as she rushed out of London's National Theatre.
But what was most startling about her abrupt departure was the lack of her wedding band or engagement ring on her finger.
"Word is the Queen reacted so badly to their decision to leave that she ordered Harry to give back Meghan's wedding band," says an insider.
"It was a rash decision made in anger to be fair, but technically the Queen owns it. It's made from a nugget of rare Welsh gold, and there aren't too many people at Buckingham Palace who feel Meghan is deserving of something so steeped in royal history.
"As for her diamond ring, I heard she opted to take it off as though she forgot to wear either, to avoid scrutiny over where her band had gone."
WATCH BELOW: Prince Harry tells Meghan at their wedding that she looks amazing. Story continues below...
Harry and Meghan think they're keeping their HRH titles and Frogmore Cottage, but apparently his 93-year-old grandmother has other ideas.
"The Queen is heartbroken but feels like she has to take a stand. She's tempted to strip them of their titles and take back Frogmore. It's sovereign property, and she feels they no longer deserve to have the pick of the royal homes," says a palace insider.
"Make no mistake, the Queen feels betrayed and upset."
While the Sussexes hinted to family that they were leaving, no one was prepared for their announcement to drop on Thursday last week – least of all Harry's brother William and his wife Kate.
"They watched the full story unfold on the evening news. It was awful," says a source.
"William was alternating between rage and pure shock, and ranting that Harry had been brainwashed. But it was Kate who jumped into action. Apparently she called Harry in full view of their staff, and had tears in her eyes as she begged him not to leave.
"Kate can't bear to see her husband abandoned by his brother like this. Harry wouldn't back down though. Kate's absolutely heartsick it's turned out this way. She, like most of the family, places the blame squarely on Meghan."