Since shortly after he left the RF he has been responsible for paying his own security costs abroad. He had security for a short time but I think the UK balked at the cost of providing around the clock security teams that (at the time) were having to be flown backwards and forwards to Canada and Canada were unwilling to pay. I also read somewhere that he demanded three separate security teams for himself, Meghan and Archie when they left the UK as they were not always together in the same country.
The Queen did not provide full time security for her own children - Anne, Andrew and Edward only got security when on official engagements. So he is being treated the same as them.
When it comes to the UK - if he gives notice then they assess his need for security for official events but not when he comes for private, money making events. If he gives notice he can also use rooms in a secure royal residence. I think he stayed overnight at Buckingham Palace before the Coronation.
He is fighting another court case against the UK government to force the UK to pay for 24/7 security for him and his family in the US.