“It has been a poignant few days,” a royal insider tells PEOPLE

After an emotional final round of official engagements, Meghan Markle and Prince Harry have left their life as senior royals.

“It’s bittersweet for Meghan and Harry,” a source tells PEOPLE in this week’s issue. “It’s been really sad for them, because they tried.”

The new era that Meghan, 38, and Harry, 35, seemed to usher in with their fairytale 2018 wedding instead will officially draw to a close on March 31, the date the couple’s unprecedented arrangement goes into effect.

“It has been a poignant few days,” a royal insider says of the Sussexes’ final royal lap, during which they showed the family—and the world—what they would be missing, from red carpet-worthy entrances to powerful speeches to the history-making inclusion of a biracial American woman in the royal fold.

But for all the warmth and positivity projected by Meghan and Harry during their last round of appearances, tensions within the family are still running high. “It’s not been an easy few months for anybody,” says a royal source.

3/23/2020 cover of people magazine featuring the royal family

Their final appearance alongside Prince William and Kate Middleton was noticeably strained. As William and Kate made their way to their seats, they offered minimal greetings to Meghan and Harry, who were seated behind them.

Afterward, the couples departed without interacting—their final public goodbye for the foreseeable future—with Meghan and Harry flying back to their 10-month-old son Archie in Canada.

Commonwealth Day
Prince William, Kate Middleton, Prince Harry and Meghan Markle

Still, there are signs of healing within the royal family. Harry recently had a private lunch with his grandmother at Windsor Castle, where they got the chance to catch up on the past couple of months, and the Queen extended an invitation for both Harry and Meghan to join her for church on March 8. “It was a really sweet gesture,” says the source.

For Harry and Meghan, their last days as senior royals also offered the opportunity to tie things up with several of their patronages. “There is a lot of goodwill—everybody’s really reassured, as the couple has gone out of their way to let everyone know that they aren’t abandoning anyone,” says a royal insider.

While the family has been spending time in Canada, they have their sights set on California next. They are expected to spend time in Meghan’s hometown of L.A. this summer.

“This is what Meghan and Harry have always wanted—to create their own life,” says the source. “It’s got to feel like an immense relief to get out of the U.K. and go down their own path.”

The Duke And Duchess Of Sussex Attend Mountbatten Music Festival
Meghan Markle and Prince Harry
| Credit: Simon Dawson - WPA Pool/Getty Images

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Will that path at some point merge again with William, Kate and the rest of the royal family? No one seems quite sure.

“This is all so untested,” says the royal insider. “There are no comparisons with the past.”

At the same time, the Queen has stressed that Meghan, Harry and Archie are “much loved members of the family,” says the friend of the couple. “That stuff runs deep. There is an element of working things through.”