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In a rare statement on Tuesday evening, the palace said: "The whole family is saddened to learn the full extent of how challenging the last few years have been for Harry and Meghan.
"The issues raised, particularly that of race, are concerning. While some recollections may vary, they are taken very seriously and will be addressed by the family privately.
"Harry, Meghan and Archie will always be much loved family members."
Meghan spoke candidly about her mental health revealed she was left feeling suicidal during her time as a royal during the interview, which aired in the US and UK on Sunday and Monday night respectively.
Discussing why Archie wasn't titled as a prince after he was born, Meghan, who is currently expecting her second child, refused to rule out suggestions his race could have played a part.
"Do you think it's because of his race?," Oprah asked.
Meghan replied: "In those months when I was pregnant, all around the same time we have in tandem the conversation of he won't be given security, he won't be given a title, and also concerns and conversations about how dark his skin might be when he was born."
Prince Harry was asked about the alleged conversation regarding his son's skin colour when he joined Meghan later during the interview, and appeared to clarify that it had happened right at the beginning of their courtship - before Meghan was pregnant.
He said: "That conversation I'm never going to share. At the time it was awkward and I was a bit shocked. That was right at the beginning.
"There was some real obvious signs before we even got married that this was gonna be really hard".
Meghan also addressed headlines that she made her sister-in-law, the Duchess of Cambridge, cry ahead of her wedding to Prince Harry. She claimed that "the reverse" was true.
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