The Duke of Sussex has revealed he “never” thought the British authorities would remove his family’s security after announcing they wanted to step down as working royals.

Harry, speaking during his Netflix series, said with a documented hate campaign against them and suspect packages being sent to palaces, he did not believe they would lose the police protection that had kept them safe.

After announcing in January 2020 they would move to North America for personal and financial freedom they soon found themselves “completely surrounded” by the press at their temporary home in Canada.

In episode five of the Harry & Meghan documentary, the duke speaking to his camera at the time, saying: “These next few months is when we’re going to be at our most vulnerable when the press no doubt will create some sort of feeding frenzy.”

He then describes how their accommodation on Vancouver island in Canada was “completely surrounded” by the press when he got back from the UK with “boats in the water, cars up the drive, individuals trying to jump over the fence and take photographs over the wall”.

He added: “I’d never experienced that before.

“M asked me: ‘Would they remove our security?’ I said: ‘They’ll never do that’.

“Meghan’s background, her heritage, the world documented hate campaigns against us, suspicious packages being sent to the palaces, specifically with her name on or my name on.

“She said: ‘Do you think they’ll ever do that.’ I said: ‘No they’ll never do that’. And they did it.”

The Royal Canadian Mounted Police confirmed at the time it had, at the request of the Metropolitan Police, been providing assistance to Met officers since the Sussexes arrived in the country but that support would end when their status changed at the start of the 2020 financial year.

Cutting back to his video diary, Harry can be seen saying: “They’ve decided our security be removed on the March 31, thereby leaving me less than three weeks to find security for my family and I’m worried.

“I’m genuinely concerned for that safety of my family.”

The duchess broke down in tears as she described receiving death threats online.

Harry and Meghan have since signed lucrative deals with Netflix and Spotify, rumoured to be worth more than £100 million, which has enabled them to pay for their own security at their California home and when travelling.

But the duke has launched legal action against the Home Office regarding security arrangements for himself and his family when they are in the UK.

In July, a judge gave the go-ahead for the duke’s challenge against a decision of the Executive Committee for the Protection of Royalty and Public Figures, which falls under the remit of the Home Office, after being told he would no longer be given the “same degree” of personal protective security when visiting from the US, despite offering to pay for it himself.

Reflecting on their time in Vancouver Island, Harry said in the final episode of Harry & Meghan: “This was like a week before Covid, and we’d been stuck at this house where everyone in the world knew where we were, unprotected, no security.”

In the fifth episode of the Netflix series, Meghan said negative media coverage had made people say they wanted to kill her.

She said: “I mean, just a couple of days ago. I was going through the manual for our security team at home.

“And one of the pages that I happened to flip to, it was about online monitoring, and they were like, “if you see a tweet like this, please report it to head of security immediately” and (the tweet) just said, ‘Megan just needs to die, someone needs to kill her, maybe it should be me’.”

“I was just like, ‘OK, that’s like what’s actually out in the world?’

“Because of people creating hate – and I’m a mom, it’s my real life you know – and that’s the piece when you see it and you go, ‘you’re making people want to kill me’.

“It’s not just a tabloid. It’s not just some story. You are making me scared, right? And like that night, to be up and down in the middle of the night, looking down the hallway, like ‘are we safe, are our doors locked? Is security on?’ – that’s real.

“Are my babies safe?”

“And you’ve created it for what? Because you’re bored or because it sells your papers, or because it makes you feel better about your own life. It’s real, what you’re doing.

“And that’s because I don’t think people fully understand.”