Those examples were normal service. That's why flying is a good choice - as long as you can ensure no link to the callsign, there's no reason to hold back.
The remarks quoted earlier by a former police officer show why a person - any person - might be at elevated threat and how that of course would include Harry. He is not referencing a current threat assessment, nor saying that what he describes meets the level at which police protection is provided (which it would be to anyone who met that threshold). Those matters are not disclosed
No one is saying there is no threat to him. What the judicial review is focussing on is the decisionmaking around the withdrawal of police (ie public employees) as part of that security irrespective of threatbassessment. It's not just about who pays, it's about how that (finite) pool of officers is used.
That threat assessments would not be shared with the subject of the threats is inconceivable - all sorts of people, companies and organisations receive warnings.
Lots of rich people hire security teams (like the Beckhams. - serious concerns about plots against their DC) . Others may get some some police assistance (think of eg scientists targeted by animal rights activists, who are told of the threat, given advice hotlines and panic buttons, but CP teams)
If Harry feels that it's too unsafe for his family here, of course he should not come.