"They are very close. And they are all deciding to go their own route," a royal insider tells PEOPLE

It's a baby boom for the royal family.

Just days after Princess Eugenie welcomed a baby boy on Feb. 9, Meghan Markle and Prince Harry announced they are expecting their second child. Queen Elizabeth's granddaughter Zara Tindall is also expecting a baby — her third — in the coming months.

As for chatter that Eugenie would have felt upstaged by Meghan and Harry's reveal, insiders say the couples are close and have been in contact throughout their respective pregnancies.

"They would have known about each other's due dates," a family friend tells PEOPLE, noting that Eugenie and Jack Brooksbank, who wed in 2018, are now living in Meghan and Harry's U.K. home, Frogmore Cottage.

"These times tend to bring families together," a royal insider adds. "What is lovely is Eugenie having her baby as Harry and Meghan are having theirs. They are very close. And they are all deciding to go their own route."

Princess Eugenie leaving Portland Hospital
Princess Eugenie brings her baby boy home from the hospital on Feb. 12
| Credit: Beretta/Sims/Shutterstock
Harry and Meghan Markle announce pregnancy
Prince Harry and Meghan Markle's pregnancy reveal on Feb. 14
| Credit: Misan Harriman

Multiple sources also caution against reading anything into the absence of individual public well wishes from Prince William and Kate Middleton or other royal family members—instead, a Feb. 14 statement from Buckingham Palace reflects that "the firm decided to have an overarching message," says the royal insider.

Hours after Meghan and Harry released their news to the public, the couple received warm congratulations on behalf of the entire royal family.

"Her Majesty, the Duke of Edinburgh, Prince of Wales and the entire family are 'delighted' and wish them well," a palace spokesman said in a statement.

This is not the first time that Meghan, Harry, Eugenie and Jack have had overlapping news to celebrate.

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According to the book Finding Freedom: Harry and Meghan and the Making of a Modern Royal Family, Meghan and Harry shared the news that they were expecting Archie with family and friends at Eugenie's royal wedding in Oct. 2018.

"It did not go down particularly well with Eugenie, who, a source said, told friends she felt the couple should have waited to share the news," according to authors Omid Scobie and Carolyn Durand.

The wedding of Princess Eugenie and Jack Brooksbank, Carriage Procession, Windsor, Berkshire, UK - 12 Oct 2018
Princess Eugenie and Jack Brooksbank on their wedding day
| Credit: Tim Rooke/REX/Shutterstock
Princess Eugenie wedding
Prince Harry and Meghan Markle at Princess Eugenie's wedding
| Credit: Press Association via AP Images

However, Princess Eugenie and Prince Harry have always shared a unique bond.

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"Eugenie had always been more than just a cousin to Harry. They were also the closest of friends," according to the book. "Out of all the Queen's grandchildren, Harry and Eugenie have one of the most natural connections. Like Harry, Eugenie is loyal, honest, and great fun. The two had many nights out together in London."

"Harry had always confided in his cousin when it came to the women in his life," they added. "Not only did he trust her implicitly, but friends say that she gives great advice and has always been 'beyond wise' for her years."