Prince Harry is once again fighting embarrassment as his request to lodge in Windsor Castle was denied. The Duke of Sussex was also rejected when he asked to stay in the ancient, grand castle in September 2023. The royal rebel will be in London on May 8 to attend a service of commemoration at St Paul’s Cathedral for the 10th anniversary of the Invictus Games. Both rejected requests came after the 39-year-old prince and his wife, Meghan Markle, were thrown out of Frogmore Cottage last spring only weeks before King Charles III’s coronation. Harry and Meghan were gifted the cottage by the late Qu…