Harry and Megan

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You're forgetting the treasonous Nazi sympathisers King Edward VIII and Wallis Simpson, Crash.  Although Churchill threatened to court martial Edward, the government of the day did its utmost to cover up their support for Hitler and their admiration of the SS and the concentration camps.  That's as racist as you can get, but the Palace looked after its own.

The Duke of Edinburgh's continuous racist comments and insults were dismissed by the BBC as 'gaffes".  As an Al Jazeera journalist wrote, "... the long panoply of his racist, sexist, elitist, misogynistic, class-privileged and unhinged prejudices is a mobile museum of European bigotry on display."

Then there's the fact that, in 1968, the Queen’s chief financial manager informed civil servants that “it was not, in fact, the practice to appoint coloured immigrants or foreigners” to clerical roles in the royal household, although they were permitted to work as domestic servants. 

Is Meghan the first person of African descent to marry into the Royal Family?  Possibly not.

Phillippa of Hainault (1314-1369) came from an area of the Low Countries that was once ruled by Moorish tribes and it was rumoured that she had Moorish ancestry.  Queen Charlotte (1744-1818) was a descendant of Mouran Gil, who was of Moorish descent.  Apart from that, Meghan is the only 'person of colour' to have married into Queen Elizabeth's bloodline in 39 generations. No wonder the Royals were just a little worried about her.  :

DJC, did you know that, according to that expert genealogist and historian Alf Garnett,  the late Queen Elizabeth II could trace her ancestry all the way back to Jesus! ??
That may have included a fair bit of embarrassing diversity?