Meghan Markle appeared on "Ellen" this week and offered all sorts of cute insights (though nothing as groundbreaking as the conversation she had with Prince Harry and Oprah earlier this year). For example, Meghan told Ellen DeGeneres, who revealed that they have been friends since royalty, that her children did not enjoy Halloween, that she likes to cook and looks forward to Thanksgiving, and that when she and Harry were dating, she went to parties without a second thought. In the process, Meghan also highlighted the main and intimate royal relationship she and Harry have maintained: the bond they share with Princess Eugenie.

In one episode, Meghan recounted how in 2016, before their relationship was announced, she and Prince Harry sneaked out to Toronto to attend a Halloween party with Princess Eugenie and her then-boyfriend and current husband, Jack Brooksbank. Meghan told the TV host, "The four of us sneaked out in our Halloween costumes just to have one fun night on the town before it became public knowledge that we were a couple."

"It was a post-apocalypse theme, so we dressed up in some really wacky costumes and had a great last night out."

According to the Daily Mail, the mention of Princess Eugenie's name is quite revealing and highlights speculation that Eugenie is fiercely loyal to Prince Harry and Princess Meghan after their move to the US. Clawthorne told the magazine, "Their bond was a great comfort to them." Princess Diana was also close to Eugenie's mother, Sarah Ferguson, in the 1990s.

Even if Prince Harry and Meghan's relationship with the rest of the royal family, especially Prince William, has been strained in recent years, their bond with Eugenie has remained strong. A book about Harry and Meghan, Finding Freedom, was published last year to much publicity, and its author (who recently revealed that he co-wrote the book with the royal family) describes Harry and Eugenie as "the closest of friends."

And it is clear that the bond is shared by Eugenie and Meghan: Eugenie even posted on her Instagram earlier this year to wish "Dear Meghan" a happy 40th birthday.