Victoria: Prince Harry and his wife Meghan started their new life in Canada on Tuesday by launching a legal warning to media over photographs of the duchess near their seaside bolthole.

Following their shock exit from life as working royals, Harry jetted out from Britain to join Meghan late Monday at a luxury house outside Victoria on Vancouver Island.

The Duke and Duchess of Sussex have temporarily set up base at the wooded home, having spent six weeks there over Christmas with their baby son Archie.

Their bombshell announcement on January 8 that they wished to step back from their royal duties rocked the monarchy.

The couple, who married in May 2018, admitted last year that they were struggling with media scrutiny and have regularly hit out at the press in statements and in the courts.

Their lawyers issued a legal warning after various outlets on Tuesday published photographs of a smiling Meghan out walking her dogs with Archie.

In Britain, the pictures were used by The Sun and the Daily Mail newspapers.

Lawyers claimed the images were taken by photographers hiding in bushes and spying on the US former television actress, the BBC reported, and that she did not consent to the photos. The couple were prepared to take legal action, according to the BBC.

The lawyers claim there had been attempts to photograph inside their new home using long lenses and say paparazzi are camped outside the property.

A freelance photojournalist working in the area, who said he was from California but wanted to remain anonymous, said the potential legal issues are "kind of tough," but that he does not let them affect his work.

"Canada has freedom of the press laws," he said, sitting in the driver's seat of a white SUV with his photography gear on the passenger's side.

"From what I understand, as long as you are not following them, harassing them, breaking the law, as long as it's a matter of public interest -- and the monarchy always is -- then the press is free to cover it." 

Harry, 35, and 38-year-old Meghan are bowing out entirely from representing the monarchy, in a crisis that has shaken the centuries-old institution.

Harry said Sunday that they did not want to quit their royal duties but reluctantly accepted there was "no other option" if they wanted to cut loose from public funding and seek their own income in pursuit of more independent life.

Under their new arrangement, the Sussexes are free to earn their own commercial income -- though at a greater cost than they first envisaged.

They can no longer represent Harry's grandmother Queen Elizabeth II or be referred to as their royal highnesses and must repay taxpayers' money spent on their UK home.

They will no longer receive public money -- through 95 per cent of their annual funding comes from his father Prince Charles, via the heir to the throne's hereditary land and property estate.

To what extent that will continue, and who will cover their security bill -- currently met by the British police -- remains to be seen.

Canadian Prime Minister Justin Trudeau on Tuesday denied having spoken "directly" with Queen Elizabeth about the security costs, after British media reports that the country had offered to foot the bill.

"Discussions continue to be ongoing and I have no updates at this moment," Trudeau told a news conference.

Canadian media have estimated the cost of protecting the couple and their eight-month-old son Archie at about Can$1.7 million (US$1.3 million) a year. Other estimates run higher.

Britain's Justice Secretary Robert Buckland said there must be a "line of delineation" over who pays the security costs.

Asked whether British taxpayers should fund the Sussexes while they are in Canada, he told Sky News television: "I don't have an easy answer to that." The couple intends to raise their own income streams. They have launched their new Sussex Royal website and trademarked the name.

However, the queen's senior advisor on heraldry suggested they should not be allowed to use the royal moniker, having relinquished their public duties.

"I don't think it's satisfactory. One cannot be two things at once. You either are (royal) or you're not," Thomas Woodcock, the Garter King of Arms, told The Times newspaper.

In a role that dates back to the 15th century, he is involved in making sure that royal symbols are not used illegitimately for commercial purposes.

Woodcock, who was giving his personal opinion, said the final decision would rest with the sovereign.

Like Britain, Canada is a Commonwealth realm, meaning Queen Elizabeth is the head of state.

Residents walking dogs on a path near the Sussexes' new home told AFP that they opposed intrusion into their new Canadian set-up, and were proud of the local instinct to give them space.

"We don't like it. Leave them in peace," said Anne Girling, adding she had met Meghan jogging on a trail nearby and they wished one another "good morning." Sue Starkey, another dog walker, described the area as a "really friendly" community.

"Our neighbourhood has been so respectful and giving them space," she said.

"I'm really happy they're here and I hope they can find some peace."