Prince Harry and Meghan Markle are all set to appear in a tell-all interview with Oprah Winfrey. It could potentially see them talking about their exit as senior members of the royal family, but they are "keen not to embarrass" Queen Elizabeth II.

A source told the Guardian that Harry and his wife Meghan have the greatest respect and love for his grandmother, the Queen, and will not say anything to undermine that. They are also determined to negotiate with "The Firm" about retaining their remaining royal patronages.

However, several reports suggest that their interview will result in Harry being stripped of his three remaining military titles: Captain-General of the Royal Marines, Honorary Air Force Commandant of RAF base Honington, and Honorary Commodore–in–Chief, Small Ships and Diving, Royal Naval Command, which were put on hold for a year when he quit as a working royal.

The Duke of Sussex can potentially lose his patronages with the Rugby Football Union, Rugby Football League, and the London Marathon. Meghan would also possibly lose her position as the patron of the National Theatre, a role which she was given by the Queen herself who had the patronage under her for 45 years.

Their roles in the Commonwealth also remain in limbo. While Meghan is the patron of the Association of Commonwealth Universities, both she and Harry are president and vice-president of the Queen's Commonwealth Trust.

A source close to the Sussexes told the Times that Harry is "upset" that his grandmother might strip him of his remaining royal roles, including military work which is "one of the most important things to him."

"There was no choice. The reality of now being able to have their cake and eat it is finally dawning on him. I am sure it is painful for him. He is very upset to be in this spot, but they have made some choices. They have lots of exciting things to work on and that can be done with everyone's best wishes," the insider said.

The royal couple's 90-minute interview with Oprah, titled "Oprah with Meghan and Harry," will be aired on March 7.

Prince Charles, Prince of Wales, Britain's Camilla, Duchess of Cornwall US actress and fiancee of Britain's Prince Harry Meghan Markle Britain's Queen Elizabeth II Britain's Prince Harry and Britain's Prince Philip, Duke of Edinburgh
(L-R) Britain's Prince Charles, Prince of Wales, Britain's Camilla, Duchess of Cornwall US actress and fiancee of Britain's Prince Harry Meghan Markle Britain's Queen Elizabeth II Britain's Prince Harry and Britain's Prince Philip, Duke of Edinburgh leave after attending the Royal Family's traditional Christmas Day church service at St Mary Magdalene Church in Sandringham, Norfolk, eastern England, on December 25, 2017. ADRIAN DENNIS/AFP/Getty Images)