It may very well be her in the Global Application Centre, especially as TMZ noted the four bodyguards. However, I doubt it was her on the escalator as there was nobody in front of her. Guards don't guard from behind their subject.
Actually, it raises many points. The UK Foreign Office works with the State Department to ensure the safety of their VIP's (and vice versa) and, while there is no denying that Meghan has a significant threat level, she is a US citizen. So, did she travel with any DPO's? That would be a diplomatic minefield since she is still a US citizen and not yet royal. The same would hold true with the State Department, she is a US actress and therefore not a VIP.
Perhaps that is why the Chicago Police were involved with Foreign Office and State Department coordinating the operation.