Meghan Markle and Prince Harry arrive at Mountbatten Festival of Music in London

The Duke and Duchess of Sussex have arrived at the Mountbatten Festival of Music in London as they continue their final round of royal duties.

The couple will step down as senior royals on March 31 but have been embarking upon a series of engagements over the past days.

Harry is attending the Royal Albert Hall event in his role as Captain General of the Royal Marines.

The festival brings together world-class musicians, composers and conductors of the Massed Bands of Her Majesty’s Royal Marines.

This year, the performance will mark the 75th anniversary of the end of the Second World War and the 80th anniversary of the formation of Britain’s Commandos.

The Duke and Duchess of Sussex arrive at the Royal Albert Hall in London to attend the Mountbatten Festival of Music

Harry will be attending the Albert Hall event in his role as Captain General of the Royal Marines. The festival brings together world-class musicians, composers and conductors of the Massed Bands of Her Majesty's Royal Marines

Harry will be attending the Albert Hall event in his role as Captain General of the Royal Marines. The festival brings together world-class musicians, composers and conductors of the Massed Bands of Her Majesty’s Royal Marines

This year, the performance will mark the 75th anniversary of the end of the Second World War and the 80th anniversary of the formation of Britain's Commandos

This year, the performance will mark the 75th anniversary of the end of the Second World War and the 80th anniversary of the formation of Britain’s Commandos

Britain's Prince Harry and his wife Meghan, arrive to attend the Mountbatten Festival of Music at the Royal Albert Hall in London

Britain’s Prince Harry and his wife Meghan, arrive to attend the Mountbatten Festival of Music at the Royal Albert Hall in London

Proceeds from the event go to the Royal Marines Association - The Royal Marines Charity and CLIC Sargent, who support cancer victims aged under 25 and their families (pictured, Meghan and Harry at the event)

Proceeds from the event go to the Royal Marines Association – The Royal Marines Charity and CLIC Sargent, who support cancer victims aged under 25 and their families (pictured, Meghan and Harry at the event)

Prince Harry and Meghan Markle, the Duke and Duchess of Sussex, arriving at the Mountbatten Festival of Music at the Royal Albert Hall in London

Prince Harry and Meghan Markle, the Duke and Duchess of Sussex, arriving at the Mountbatten Festival of Music at the Royal Albert Hall in London

Proceeds from the event go to the Royal Marines Association – The Royal Marines Charity and CLIC Sargent, who support cancer victims aged under 25 and their families.

It comes a day after Harry officially opened the Silverstone Experience in Northamptonshire, a museum charting British motor racing through the years, alongside Formula One driver Lewis Hamilton.

The Prince was driven to the doors of The Silverstone Experience in Northamptonshire this morning in a £65,000 electric Mercedes EQC 400 AMG by six-time champion Hamilton. 

Meanwhile Meghan made a surprise trip to the National Theatre in London on Thursday, releasing photographs of her tour via the couple’s Instagram account on Friday.

The duchess, who is patron of the theatre, was shown VR technology aimed at helping people ‘better connect and empathise with each other as people, regardless of race, age or nationality’.

She also visited a comprehensive school in east London this afternoon on her second day back in the UK.

The couple also attended the Endeavour Fund Awards on Thursday evening to recognise the achievements of wounded, sick and injured service personnel.

The annual event celebrates the achievements of wounded, sick and injured servicemen and women who have taken part in sporting and adventure challenges. 

All eyes were on Meghan, 38, who has not been seen in this country since she and Harry made the dramatic announcement that they were quitting public life in early January, much to the distress of the Queen. 

The festival brings together world-class musicians, composers and conductors of the Massed Bands of Her Majesty's Royal Marines (Meghan and Harry are in attendance)

The festival brings together world-class musicians, composers and conductors of the Massed Bands of Her Majesty’s Royal Marines (Meghan and Harry are in attendance) 

The couple will step down as senior royals on March 31 but have been embarking upon a series of engagements over the past days (pictured at The Royal Albert Hall on Saturday)

The couple will step down as senior royals on March 31 but have been embarking upon a series of engagements over the past days (pictured at The Royal Albert Hall on Saturday)

The Duke and Duchess of Sussex will attend the Mountbatten Festival of Music in London on Saturday as they continue their final round of royal duties

The Duke and Duchess of Sussex will attend the Mountbatten Festival of Music in London on Saturday as they continue their final round of royal duties

Britain's Prince Harry and his wife Meghan, arrive to attend the Mountbatten Festival of Music at the Royal Albert Hall in London

Britain’s Prince Harry and his wife Meghan, arrive to attend the Mountbatten Festival of Music at the Royal Albert Hall in London

She presented the Celebrating Excellence Award during the event and said: ‘Its very nice to be back. Its the third year I’ve had the incredible fortune of joining my husband here. It’s just the most inspiring space. 

‘When we were watching the [nomination] videos all the way in Canada we had the same moment of “how are you going to choose?” Well, we’ve done our best.’  

The event was one of just a handful of engagements the couple are undertaking this weekend in the UK before returning to Canada to embark on their new life, ahead of their official departure on March 31.

On Wednesday, Harry waved to well-wishers outside Buckingham Palace as he was driven away in a Range Rover after a series of internal meetings with his team.  

It came after they had a ‘heart to heart’ for four hours in her private apartments at Windsor Castle on Sunday about his imminent departure from the Royal Family.

Harry is said to have requested the meeting, and the Queen – who last saw her grandson during their showdown at Sandringham in January after Harry broke the news that he and Meghan were quitting – was happy to agree.

The Queen is believed to have told her grandson that she was keen to keep the door open for him and Meghan to return and stressed that he would be welcomed back from Canada at any time.

Harry, who has always enjoyed a warm relationship with his grandmother, was apparently keen to ‘clear the air’ before he and Meghan formally step down as working royals on March 31.  

He has been staying at Frogmore Cottage, the couple’s home on the Queen’s Windsor estate, since returning to the UK last week to undertake a handful of final official engagements.

He and Meghan have agreed to pay back £2.4million in taxpayer funds used to rebuild the property in light of their decision to relocate to North America.

It is understood that he and his grandmother shared a light lunch and tea on Sunday as they discussed his future.

The Queen was left deeply upset after Harry and Meghan decided to suddenly announce their plans to step down and move abroad in early January in an apparent effort to bounce the Royal Family into agreeing to their demands to retain the trappings of royal life, while pursuing independent commercial careers.

And the couple were taken aback when Buckingham Palace made clear its displeasure and insisted that Harry would have to relinquish his HRH title as a non working royal and hand back their official patronages and his military positions, as well as dropping their plans to market themselves as ‘Sussex Royal’.

The Queen is said to be ‘very sad’ that she sees so little of Harry and Meghan’s son Archie, her great-grandson.

It is the first time Meghan has carried out a public royal duty in the wake of the Megxit crisis. The evening event is the couple's first joint official appearance since announcing their decision to step down as senior royals, which takes effect on March 31

It is the first time Meghan has carried out a public royal duty in the wake of the Megxit crisis. The evening event is the couple’s first joint official appearance since announcing their decision to step down as senior royals, which takes effect on March 31

The couple put on a confident display as they arrived in pouring rain at the annual Endeavour Fund Awards at London's Mansion House on Thursday, smiling broadly during the event

The couple put on a confident display as they arrived in pouring rain at the annual Endeavour Fund Awards at London’s Mansion House on Thursday, smiling broadly during the event

The Duchess wore a Topshop blouse, a white bodycon pencil skirt, small gold hoop earrings and a gold coin pendant from Missoma for yesterday's trip to the Theatre, where she is patron

The Duchess wore a Topshop blouse, a white bodycon pencil skirt, small gold hoop earrings and a gold coin pendant from Missoma for yesterday’s trip to the Theatre, where she is patron

The Duchess of Sussex said it was 'very nice to be back' as she made her first public appearance in the UK last night

The Duchess of Sussex said it was ‘very nice to be back’ as she made her first public appearance in the UK last night 

The meeting at the weekend was said to have been ‘productive and positive’. One source said Harry was seen leaving ‘deep in thought’.

But the couple have decided to leave Archie in Canada, meaning his British family haven’t seen him for more than four months.

Last autumn, American ex-actress Meghan opened up about her struggles with royal life in an ITV documentary filmed on their Africa tour.

She said she had tried to cope with the pressures by putting on a ‘stiff upper lip’ but she was not prepared for the intensity of tabloid interest.

‘It’s not enough to just survive something, that’s not the point of life. You have got to thrive,’ she added. Meghan told presenter Tom Bradby: ‘Not many people have asked if I’m OK.’

The Sussexes attended the previous annual Endeavour Fund Awards ceremony in February 2019, when the duchess was heavily pregnant with Archie.

They were last seen together on an official engagement on January 7 when they visited Canada House in London to thank the nation for hosting them during their festive break in the Commonwealth country. 

Countdown to Megxit: Prince Harry and Meghan Markle’s final three events before they step down as senior royals

Tonight: Mountbatten Music Festival (Harry and Meghan)

Harry and Meghan will attend the Mountbatten Music Festival at the Royal Albert Hall, which see the Royal Marines showcase their musicianship and pageantry.

The Duke of Sussex at the Mountbatten Festival of Music at the Royal Albert Hall in London in March 2019

The Duke of Sussex at the Mountbatten Festival of Music at the Royal Albert Hall in London in March 2019

The festival takes places over two days – today and tomorrow – at the venue in London, with the couple expected to attend tomorrow evening’s performance.

This event will also be Harry’s last engagement as Captain-General of the Royal Marines, before he loses this title as he steps down as a senior royal. 

Sunday: International Women’s Day (Meghan)

Meghan is expected to undertake an engagement to mark International Women’s Day on March 8, although no specifics have yet been revealed.

Speaking on a panel to mark International Women’s Day last year, she said she would like her first child to be a feminist, regardless of whether they are a girl or a boy.

Speaking on a panel to mark International Women’s Day, Meghan said she had recently been watching a documentary on feminism.

She told an audience at King’s College London last March: ‘One of the things they said during pregnancy was ‘I feel the embryonic kicking of feminism’.’ 

Monday: Commonwealth Service (Harry and Meghan)

Harry and Meghan will both attend the Commonwealth Day service at Westminster Abbey the next day with the Queen and other senior members of the Royal Family.

Earlier this month it was revealed that the Queen had requested that Harry and Meghan attend the annual service with the rest of the royals.

The Duke and Duchess of Cambridge (left) with the Duke and Duchess of Sussex (right) as they attend the Commonwealth Service at Westminster Abbey on March 11 last year

The Duke and Duchess of Cambridge (left) with the Duke and Duchess of Sussex (right) as they attend the Commonwealth Service at Westminster Abbey on March 11 last year

The event will likely see the Duke and Duchess of Sussex reunite with Prince William and Kate, a year after they were pictured smiling together at the 2019 service.

But the Sussexes have severed professional ties with the Cambridges by pulling out of the Kensington Palace household and their joint charitable foundation.