They haven't said a word about it publicly, but last month Prince Harry and Meghan Markle's private jet was hit by lightning mid-flight, according to The Telegraph. The couple were traveling from London to Amsterdam for an event when their Dassault Falcon 7X plane's nose was reportedly struck by a bolt of lightning. This is essentially okay from a safety standpoint—planes are built to withstand lightning—but was likely pretty scary for the couple, especially since it could have been followed by some very loud thunder. It's unclear whether they knew Meghan was pregnant at the time.
A little background on lightning hitting planes: It's nothing to worry about, but planes are typically grounded and forced to undergo a full safety inspection after being hit by a bolt of lightning (you know, just in case). Private jets tend to be less likely to be struck by lightning, because they're smaller and more able to avoid poor weather events, so Harry and Meghan's jet being struck by lightning is a rarer occurrence than it would be on commercial jets.
The Telegraph reports that the lightning "narrowly [avoided] the plane’s navigation equipment and [sent] 30million volts through the fuselage," which sounds terrifying, but isn't necessarily anything to worry about. Harry and Meghan's plane landed safely, but the jet was then grounded for several days while it underwent a battery of safety tests following the lightning strike, according to the newspaper.
When you consider all the planes in all the world, it's probable that a plane is hit by lightning every single day—so you shouldn't freak out if you're flying during a thunderstorm. That said, given that Harry and Meghan are expecting their first child (eee!), they were probably glad to be on solid ground again.