There have been reports of exactly where the Sussexes stayed on Vancouver Island throughout Thanksgiving, Christmas and the New Year. This is where they stayed:
https://homesoftherich.net/2012/09/mille-fleurs-an-18-million-waterfront-estate-in-canada/
The property has no connection to the Canadian government. Reportedly, music producer and Canadian, David Foster, put the Sussexes in contact with the unidentified billionaire owner of the mansion (Foster is married to a former h.s. acquaintance of Meghan's -- singer, Katharine McPhee).
It's not unusual for members of the British royal family to have wealthy friends assist them in stays at luxurious accommodations around the world, including the loan of yachts and private planes. It has happened down through the ages without undue scrutiny and fanfare. In this instance, the Sussexes clearly required a suitable and comfortable abode which could accommodate their important security and privacy needs. As the Sussexes have said, they also very much appreciate the kindness with which they were received and treated by neighbors and members of the public with whom they came into contact during their stay on Vancouver Island.
Of note, Meghan previously starred in two Hallmark romantic comedies, filmed in Vancouver. She had posted scenic pictures of the area on her former Instagram commenting on how much the cast and crew enjoyed their time in the region. It must have been fulfilling and memorable for Meghan to return to the area to celebrate Xmas with Harry, Archie, Doria and her close friends.
As has been noted in reports of their Canada House visit yesterday, the Sussexes are planning joint projects in collaboration with Canada House in the coming year. The Sussexes previously visited Canada House on Commonwealth Day last March.