Now back in the U.K., Meghan and Harry are busy overseeing the final touches on their new Frogmore Cottage home in Windsor

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Meghan Markle was surrounded by some of her closest friends during her baby shower in New York City — and despite being thousands of miles away in London, dad-to-be Prince Harry found a way to be part of the special day.

“Harry was definitely in touch during the shower,” a source tells PEOPLE.

The vibe inside The Mark Hotel penthouse on Feb. 20 was surprisingly intimate and warm as several of the Duchess of Sussex’s friends gathered to catch up, tell stories and offer plenty of baby advice.

The Duke And Duchess Of Sussex Visit Morocco
Credit: Facundo Arrizabalaga/Getty Images

Now back in the U.K., Meghan and Harry are busy overseeing the final touches on their new Frogmore Cottage home in Windsor — a vastly more relaxed environment than high-profile Kensington Palace in London, where Prince William, Kate Middleton and their three children live.

Prince Harry and Meghan Duchess of Sussex visit to Morocco - 25 Feb 2019
Credit: Shutterstock

With all the pressures that come with bringing a baby into the world, Meghan and Harry are resolved to build a sanctuary for their little family.

“This is a very happy time for Meghan and Harry,” says a source. “This baby has brought them even closer.”

The past few weeks have also allowed Meghan and Harry the chance to shine as proud expectant parents. They shared an adorable moment with two little girls who wore party dresses to meet them in Morocco earlier this week, and at the Endeavor Awards in London on Feb. 8, Harry gestured to Meghan’s belly and proudly told a guest, “There’s a heavy baby in there!”

Meghan told another guest, “He’s going to be the best dad.”