Could it be this People article?
Prince Harry to Miss Funeral of His Uncle Robert Fellowes amid Security Concerns in the U.K.
Now, I generally trust People Magazine, but even in this article it says "PEOPLE understands", not even the typical "a source close to the Sussexes informed us..." It doesn't even explain how they came to understand it.
I wouldn't be surprised if the Sussexes (or at least Meghan and the children, as Harry has never been worried about his own safety) didn't go to The Lord Fellowes' funeral due to security, avoidance of family awkwardness, or other commitments that they just can't get out of.
But the Sussexes like to announce important news like this personally. Just this year alone, Harry or his spokesperson announced that he visited his father after the latter's cancer diagnosis, he wouldn't attend the Duke of Westminster's wedding and that he wouldn't be able to meeting his father during the Invictus anniversary. I can't imagine he wouldn't personally announce that he wouldn't attend his uncle's funeral.
Therefore, until we get an announcement one way or another or he literally appears at the funeral, I'll take this news with a grain of salt.