Your friends kids either 1 were converted to Jewish or 2 belonged to reformed Judaism.
Converting Infants and Children - My Jewish Learning
By rabbinic law, there is two ways to be Jewish. One is to be born to a Jewish woman, and the other is to be a righteous convert. If you are born to a Jewish father but a gentle mother, you are a Gentile.
The main sects of the Jewish church do not recognize children of gentile mothers as having Jewish heritage. In order for them to enter the faith, they must convert. Even if they have been raised in a synagogue, and have no other religion. They don't have the concept of baptism.
The reform sect thohgh is different. a child with a Jewish father can be recognized as Jewish. But they would need to be raised only within that faith.
The likelihood Meghan is Jewish, is slim to nun. Her father would have to be reform, and she would have only been able to attend synagogue. Seems unlikely she didn't attend church at times with her mother.
It is highly likely Meghan is neither. She may never have been baptized in her mothers church. She may have attended both synagogue and church with her parents.
It could also explain why her first marriage is secular. Unless married by a reformed Rabi, who recognized Meghan as Jewish, the wedding would be considered interfaith. And it is not easy at times to fund rabis willing to perform an interfaith. If they wanted a destination wedding, may have been even harder.
If she wasn't comfortable with the thought of being Anglican I font see her ever dating Harry. At her age, if you want to marry one day, you look for certain qualities in who you date. Like if they want kids or not. Or religious beliefs.