Didn't the Vanity Fair article earlier this year say he had strugged to make friends in California?
Of course we don't know if that's true but it wouldn't surprise me if it was. It's pretty difficult to make real friends in middle age at the best of times, but it must be much worse in Harry's situation.
Speaking of his situation, I think it is very strange. Lots of people who marry someone from another country move to their partner's country, but rarely do they cut off almost all contact with their family and homeland. And Harry has plenty of time and money to travel back to catch up with family and friends pretty much as often as he wished. Instead, all he has is Meghan. I suspect she prefers it that way.