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Prince Harry changed his European trip itinerary to join the Royal Family in Balmoral hours before the Palace announced on Thursday that Queen Elizabeth II had died. His flight landed shortly after the public announcement of the Queen's death, and he wasn't the only member of the family to arrive after Britain's longest-reigning monarch had died, according to PEOPLE.He was supposed to attend the WellChild Awards in London with Meghan Markle but canceled their appearance, Hello! reports.Markle, who was initially reported to be joining Harry, did not go with him, according to reports. It remained unclear whether she would join him at a later date. Prince William's wife, Kate Middleton, is also believed to be in Windsor as the couple's three children had their first day of school on Thursday, PEOPLE reported.Harry arrived separately from brother William, who arrived via plane earlier in the day with uncles Prince Andrew and Prince Edward as well as Edward's wife, Sophie, Countess of Wessex.The Palace released a brief statement Thursday afternoon in London, sharing that "following further evaluation this morning, the Queen's doctors are concerned for Her Majesty's health and have recommended that she remain under medical supervision. The Queen remains comfortable and at Balmoral."Meghan and Harry have both spoken warmly about their relationships with the Queen. "We have a really special relationship," Harry told The Today Show in April. "We talk about things she can't talk about with anyone else."Meghan spoke in her Oprah interview in March 2021 about how welcoming the Queen has been to her."The Queen, for example, has always been wonderful to me," Meghan said. "I mean, we had one of our first joint engagements together. She asked me to join her, and I went on the train. And we had breakfast together that morning and she gave me a beautiful gift and I just really loved being in her company, and I know we were in the car — Yeah, she gave me some beautiful pearl earrings and a matching necklace — and we were in the car going between engagements. And she has a blanket that sits across her, her knees, for warmth and it was chilly and she was like, Meghan, come on, and put it over my knees as well."Harry and Meghan named their daughter Lilibet after the Queen, choosing her nickname for their baby girl's first name.