From the sound of horses' hooves on the day of Princess Diana's funeral, to chases by paparazzi when he was a child in the back of a car, Prince Harry is still haunted by the trauma of losing his mother.

Speaking in detail of how he failed to deal with her loss for more than a decade, Harry says in a new TV documentary series that the fear of also losing his wife Meghan was one of the main reasons the couple quit their royal duties and moved to California last year.

"My mother was chased to her death when she was in a relationship with someone who wasn't white, and now look what's happened. You're talking about history repeating itself? They're not going to stop until she dies," Harry says in the mental...