Prince William & Kate Middleton's First Week In New Windsor Home Was 'Very Tense'

Though moving into a new home and starting the school year should have been a joyous occasion for Prince William, Kate Middleton and their three children — Prince George, 9, Princess Charlotte, 7, and Prince Louis, 4 — their fresh start coincided with the death of Queen Elizabeth.

In fact, the kids' first day at the Lambrook School was September 8, the same day their great-grandmother passed away, so the family-of-five did their best to try keep their chin up.

"Things were very tense that week. It was not exactly the settling-in period they had hoped for," acknowledged a family friend. While the insider noted the kids have made new friends in their Windsor neighborhood, royal correspondent Roya Nikkhah revealed that Kate told her George was old enough to "understand the loss of the Queen."

"She said they were keeping things as normal as possible for the children," Nikkhah added at the time. "She says the children were settling in well to their new school and Kate was grateful for the support."

Another journalist previously shared that Louis had a sweet reaction to the tragedy, allegedly telling his family, "At least Grannie is with great-grandpa now." According to Australia's Governor-General David Hurley, the toddler was also asking his parents things like, "Do you think we can still play these games when we go to Balmoral and things like that, because she’s not going to be there?"

While Louis stayed home for the funeral, the eldest Cambridge kids "looked like incredibly well-behaved kids" at the ceremony, noted attendee Mark Tewksbury.

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At one point, Charlotte reminded her older sibling to bow when the casket was in their presence, but during another moment from the somber day, she was seen in tears.

Meanwhile, William and his estranged brother, Prince Harry, had an equally as difficult time accepting the monarch's death. "There’s still this horrendous sense of loss and emptiness thinking that she’ll no longer be around," said an insider. "[They] console themselves with the fact she’s at peace with their grandfather in heaven and watching over them and in their hearts forever."

PEOPLE reported on William and Kate's trouble settling in.

For more on Queen Elizabeth's legacy and death, tune into the critically acclaimed podcast, "The Firm: Blood Lies and Royal Succession." Listen below.