Prince Philip had lost his own mother at a young age and could sympathize with his grandchildren on that fateful day in 1997. Tina Brown, author of The Diana Chronicles, dove into his response with the boys, saying that Philip "was brilliantly effective with his grandsons, offering them gruff tenderness and outdoor activities like stalking and hiking to tire them out" (via Town and Country). When it came to walking behind their mother's casket, Prince Philip agreed to walk alongside his grandsons at William's request.
As for Harry, the prince's affinity for military matters connected Philip with his younger grandson, the outlet notes. After nearly 70 years of public service, the Queen's husband has shown Harry how to honor fallen war heroes. Remembrance Day often involved the two working as a team to show respect for the nation's fallen. In 2013, Philip even spoke with Prince Harry's Walking With the Wounded team at Buckingham Palace and has often laughed with his grandson in public.
However, Harry's relationship with Meghan Markle seemed to damage their close bond. Vanity Fair explains that the soon-to-be father-of-two slowly lost touch with old friends and his family shortly after the actress came into the picture. After bailing on a hunting trip in which he was the guest of honor, Harry sheepishly explained that Markle didn't want him shooting guns. In Ingrid Seward's book, Prince Philip Revealed, she explained that his grandfather would have taken huge issue with the snub.
However deep-seated the issue may be, hopefully the news Meghan's second pregnancy will bring the two back together.