Their story on that conversation directly contradicts in terms of timeline (Meghan - " it was when I was pregnant". Harry - "it was when we first got together"). Meghan came out with her version first and was more specific about when it happened, without Harry being present. Harry then shambles in and errs on trying to side with more discretion, and then elects to shut it down by refusing to answer any questions on the subject.
I think Meghan either lied or embellished a conversation to deliberately play the race card, leaving Harry stuck in the middle to mop up a floor full of piss she'd left him, which he carefully stepped back from.
There would have been two conversations. The first was Harry and whomever raised the subject of skin colour and the second is when Harry told Meghan. He might not have told her straight away and only when things were apparently getting worse and she was already pregnant.
If you look at the transcript, her answer starts off around the references to the fact that Archie wouldn't be made a prince when Charles becomes king, and therefore not have the protection that comes with that, which she says was around the time she was pregnant and then comes the remark about skin colour. You say she's lying but you don't know when Harry told her about that comment.
If you were Harry and someone senior in the family, for arguments sake let's say Charles, said that to you when you were courting, would you immediately tell Meghan at the time she is trying to be accepted into the family or would you try and resolve it with Charles?