Sorry, I don't understand - what kind of an interview? Did Gayle do an interview with Meghan? If not, how on earth was Meghan supposed to correct her?
As far as the term, while "your royal highness" is a bit sticky at the moment, Meghan definitely is still Duchess of Sussex - that didn't change. I mean, I wouldn't even make a thing out of it, the media are very weird with their uses of titles (in most cases, it's wrong), like "Prince Harry and Duchess Meghan" or "Meghan, Duchess of Sussex" (this one is the style used after the divorce). If this kind of thing flies with british publications, I don't see a reason why Gayle should be criticised.