According to the Daily Mail article they are very much royals with titles:
Harry is a prince of the United Kingdom, His Royal Highness Prince Henry of Wales, the Duke of Sussex, the Earl of Dumbarton and Baron Kilkeel.
Meghan is a princess of the United Kingdom, Her Royal Highness, the Duchess of Sussex, Countess of Dumbarton and Baroness Kilkeel.
They are not allowed to use those titles