What he doesn't have is the Met's VIP Protection Unit on speed-dial to give him 24/7 security whenever he wants, just like Princess Anne doesn't, just like Prince Edward doesn't.
So my understanding is this means that there's a gap in intelligence sharing with the Met VIP PU having access to more info on credible threats, which is better than paid for private security in California who don't have such top rate intelligence.
But Harry has argued that his private protection team in the US does not have access to UK intelligence information which is needed to keep his wife and children safe. Sky news.
So, although appearing to have competent security, if it's not fully wrapped around there can be gaps that make a meaningful difference that means life or death and I daresay this is what Harry is talking about.
It is a messy loose end that is open to exploitation.