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Meghan Markle watched her friend Serena Williams’s US Open final yesterday instead of spectating the Highland Games in Braemar

There are few surprises to be had at the annual Highland Games in Braemar, but for its 15,000 spectators that’s perhaps part of the attraction – and certainly to the Royal Family who gathered there yesterday.

The Games follow a well-worn schedule of pipe bands, Highland dancers, caber tossing, putting the stone and, of course, the infamous tug of war, all played out against the backdrop of Aberdeenshire’s heather-clad Cairngorm mountains.

According to the Queen’s grandson, Peter Phillips, they are a ‘kind of world athletics championships of a bygone age’ – and all the better for it, judging by the photographs.

Prince Charles and his wife Camilla joined Peter, his wife Autumn Kelly and celebrities including Dame Judi Dench at the festivities. And at the heart of it all, of course, was Her Majesty, laughing and smiling – resplendent in purple, and a picture of relaxation and togetherness as well as devoted public duty.

Meghan Markle, Serena Williams and Hannah Davis participate in the DirecTV Beach Bowl at Pier 40 on February 1, 2014 in New York City

It is a lesson the Duchess of Sussex would do well to note.

For Meghan – once seen as a welcome breath of fresh air amid the stuffy Windsor monarchy – has again chosen to follow her own, very different itinerary.

It was widely expected that the Duke and Duchess would take baby Archie to join the senior Royals at Balmoral, and may even have attended this weekend’s Games.

However, the family were ‘too busy’ – and four-month-old Archie ‘too young’ – to make the trip, according to their spokeswoman, a decision viewed by some as puzzling, to say the least. The excuses might have seemed more plausible but for the fact the couple had already whisked Archie to party island Ibiza in early August and to stay at Sir Elton John’s luxury villa in the south of France just days later.

The Queen watches yesterday’s Highland Games with the Duchess of Cornwall and they both opt for a vibrant dress code

Then, on Friday, Meghan made a last-minute 3,500-mile dash across the Atlantic to watch close friend Serena Williams compete in the final of the US Open tennis tournament – perhaps her clearest statement yet that, whatever the expectations of her new Royal role, this particular Duchess is determined to march to a drum beat of her own.

If the couple’s absence from Balmoral might have initially seemed as merely disappointing, now it has all the appearance of an outright snub. The Mail on Sunday understands the Queen is ‘hurt and disappointed’ at a time when she likes to bring her friends and family together. The annual Highland holiday is the Queen’s favourite time of the year and she was, according to a source, looking forward to ‘a few days of merry chaos’ with the great-grandchildren, including Archie.

It is understood Her Majesty is already ‘baffled’ by Meghan and Harry’s inability to steer clear of PR calamities, and is concerned that her beloved grandson and his new wife are failing to listen to their team of advisers.

Chuffed: Meghan appears to be care-free and having the time of her life as she flies to New York without baby Archie to see Serena. Questions remain over where her loyalty lies between the royals and celebrity friends

She was due to watch the match from a box reserved for the player’s friends, family and coaches and the Queen has said she is ‘disappointed and hurt’ by the decision to not attend the Highland gathering

Now Meghan’s impromptu flight to New York without her baby son has made the situation all too plain: however tempting it must have been to see her friend Miss Williams, it was simply not the case that the Duchess’s hectic schedule prevented her from travelling to Scotland.

The questions are now inevitable as to where Meghan’s loyalties lie – with the Royal Family, or with her celebrity friends and the VIP lifestyle she was supposed to have set aside upon her marriage to Harry.

That it appears she is increasingly more aligned with Hollywood – and the world of her celebrity friends – is a cause of some concern. Indeed, Meghan is said to have told magazine executives at fashion bible Vogue that she wanted to ‘break the internet’ with the edition she guest-edited in September – an intriguing insight into how she sees her role.

The Duchess stood up to give her a round of applause as Serena walked on to the court

Markle spent the final moments socialising and warmly embracing Alexis Ohanian just before the game began 

The phrase was popularised by US reality star Kim Kardashian, after she released an image of herself wearing black latex and appearing to pour champagne into a glass balanced on her bottom. Is this appropriate for a senior member of the Royal Family?

While the hard-working Queen received the Prime Minister and his girlfriend Carrie Symonds at her summer residence this weekend, Meghan is understood to have alleviated any stress she may have had by attending a hot yoga class shortly after touching down in Manhattan on Friday.

The new mother joined 60 other so-called ‘sweaty souls’ at the eco-conscious Modo Yoga in the West Village. A source told People magazine: ‘There were lots of sweet, knowing smiles among some of the respectful patrons. She has been going to Modo Yoga for many years and tries to do so whenever she is in New York. It was the perfect remedy for jet-lag.’

It is not known where she is staying during the short trip, but her close friend, fashion designer Misha Nonoo, has a £4 million home close to the yoga studio. She was due to watch Miss Williams’ match from a box reserved for the player’s friends, family and coaches.

She met Serena Williams at a Super Bowl party in 2010, and their friendship is thought to have quickly evolved

Serena attends Meghan’s wedding to Prince Harry with husband and Reddit co-founder Alexis Ohanian in May last year

The Duchess, whose ambition, independence and strength of character is what drew Harry to her in the first place, seems determined to carve her own path.

For example, she has brought in a team of her own PRs – in addition to those already in place at Buckingham Palace, which includes Hillary Clinton’s former campaign adviser Sara Latham – in a bid to take control of her faltering public image.

US crisis management firm Sunshine Sachs was reportedly paid £6,000 by Meghan to improve her reputation and assist with the launch of the Vogue edition.

It also managed Harry’s launch for the Sussex Royal Foundation in Amsterdam, promoting an eco-travel online initiative, during which he was forced to defend his use of private jets. A source told The Sun: ‘This is Meghan’s way of being able to get a Hollywood answer to a question if she’s not hearing what she wants to from the Palace.

‘But that’s a dangerous precedent to set because there is a reason why courtiers and advisers treat members of the Royal Family differently – they are not celebrities, they are publicly funded official figures with a formal role. And they need to hear the truth, even if it’s not the answer they want. That’s something Harry does not like and Meghan isn’t familiar with from her former career. They appear tone-deaf to criticism at times.’

It means the Queen, who has always been close to Harry, is now said to have been keeping a ‘close eye’ on his household. The monarch is understood to believe that the Sussexes’ diminishing popularity and frequent mishaps could have been avoided if they had taken the advice of her own trusted team.

The feeling among the Queen’s most senior courtiers and those at Kensington Palace is that Harry is taking too much for granted and is not listening enough, preferring to make publicity-grabbing gestures such as his barefoot appearance at the recent Google climate change retreat in Sicily.

Her Majesty’s private office is providing her with regular updates on their affairs.

More worrying still, sources are suggesting that, for the first time, there are differences of opinion emerging between the Queen and her grandson. The tensions between Harry and William are well documented. The so-called ‘divorce’ of their respective households was finalised last week when Harry and Meghan moved their offices from Kensington Palace to Buckingham Palace, and the Sussexes have also formally quit the Royal Foundation designed to harness the power of what was set to be the ‘Fab Four’. But since Harry’s marriage to Meghan, there has been a series of incidents which are also said to have tested his bond with his grandmother.

The Queen has publicly endorsed Meghan, welcoming her into the Royal Family and supporting her transition from Hollywood actress to HRH. Last year, less than a month after their marriage, the Duchess was invited to join the Queen on a joint official visit to the North West. The two women travelled overnight from London together on the Royal Train, a significant honour.

And it still might be the case, as many hope, that Meghan’s energy, drive and fierce intelligence will help invigorate the Royal Family and widen its appeal to a younger generation.

The £2.4 million taxpayers’ bill for refurbishing Frogmore Cottage (pictured), and the Sussexes’ summer holidays, have also come in for criticism. The trip to Balmoral would have gone some way towards mitigating all of this with the public, and with the Queen herself

Even back then, however, there seem to have been tensions. Her Majesty is understood to have been concerned about their respective understanding of their roles, rights and responsibilities .

The issues were minor and domestic. The Queen had offered her experienced in-house team to do the Sussexes’ wedding flowers and the wedding cake, but Meghan brought in visionary flower designer Philippa