Meghan Markle and Kate Middleton did not join Prince Harry and Prince William on Thursday as they traveled to Scotland to be with Queen Elizabeth II amid health concerns.

Prince William arrived at Balmoral Castle hours before the royal family announced the queen had died at the age of 96. He was accompanied by Prince Andrew, Sophie, Countess of Wessex, and Prince Edward, Earl of Wessex.

Charles, now King Charles III, the new Queen Consort, Camilla, and Princess Anne had already been by the queen's side.

Prince Harry seemingly did not make it to Balmoral Castle before the royal family revealed to the public that Queen Elizabeth had died.

The royal family arrives at Balmoral Castle in Scotland

Prince Andrew, Prince William, Sophie, Countess of Wessex, and Prince Edward, Earl of Wessex, arrive at Balmoral Castle after learning of doctors' concerns over Queen Elizabeth II's health. (Getty Images)

Prince Harry

Prince Harry is seen driving in Aberdeen to Balmoral Castle after the death of his grandmother, Queen Elizabeth II, was announced. (The Image Direct)

QUEEN ELIZABETH II, LONGEST-REIGNING BRITISH MONARCH, DEAD AT 96

It is unclear where Markle currently is during this time of tragedy. The Duke and Duchess of Sussex had been traveling across Europe as they attended multiple charity events, including the One Young World Summit on Monday.

Markle was last seen in Germany, where she and Prince Harry attended the countdown to the Invictus Games.

Royal commentator Kinsey Schofield told Fox News Digital that Markle's absence was likely due to Middleton's decision to stay in Windsor.

"It is likely due to the fact that the Duchess of Cambridge stayed behind," Schofield explained.

Queen Elizabeth II attends Trooping the Colour

Queen Elizabeth II smiles on the balcony of Buckingham Palace with members of the royal family during the Trooping the Colour ceremony on June 2, 2022. (Chris Jackson)

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Middleton and Prince William's three children — George, Charlotte and Louis — started attending a new school on Thursday.

"It was the first day at a new school for the Duke and Duchess of Cambridge’s tiny crew, and I don’t think that they wanted to interrupt the school day or scare the kids on their first day," Schofield added.

The royal expert did note there has been some tension among the royal family in the past.

"Tom Bower, the author of ‘Revenge,’ claims in his book that the queen was overheard saying, ‘Thank goodness,’ that Meghan wasn’t attending Prince Philip’s funeral. Is it a possibility that she is unwelcome? Perhaps," she told Fox News Digital. "But keep in mind, we recently found out that the Sussexes were invited to stay the night at Balmoral with the queen this week and the Sussexes declined."

"I do think it is more likely due to Meghan not wanting to interrupt something sacred and feeling especially out of place without Kate there," said Schofield.

The royal was preceded in death by her husband, Prince Philip, who spent more than seven decades supporting the queen. The Duke of Edinburgh, Britain’s longest-serving consort, died in April 2021 at age 99. Elizabeth and Philip were married for more than 70 years and had four children: Prince Charles, Princess Anne, Prince Andrew and Prince Edward.

When she died, Elizabeth was the most widely traveled British head of state and the longest-married British monarch. She had ruled longer than any other monarch in British history, becoming a much-loved and respected figure during her decades-long reign. She reached the milestone of 70 years on the throne on Feb. 6, 2022, celebrating with the Platinum Jubilee in June to mark the occasion.

Queen Elizabeth waves during the Service of Thanksgiving

Queen Elizabeth II died Thursday at the age of 96. (Tim Graham Photo Library)

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Elizabeth is survived by four children, eight grandchildren and 12 great-grandchildren.

Her eldest son, Charles, 73, immediately assumed the British throne following her death.

Fox News Digital's Stephanie Nolasco contributed to this report.