Meghan Markle covered up in a cap and coat as she went incognito on Monday night during a secret trip to New York, where she is set to attend a baby shower thrown by her closest friends. The seven-months pregnant Duchess of Sussex stepped out looking chic in a long navy Victoria Beckham overcoat and a gray newsboy cap pulled down over her dark brown hair – and with her large diamond engagement ring clearly visible on her wedding finger. Meghan returned to the Big Apple over the weekend to spend time with her girlfriends before the arrival of her first child this spring, and was seen on Monday evening being escorted into an SUV by a royal protection officer. The 37-year-old royal is understood to have flown into the city on Friday for a surprise five-day trip after spending a quiet Valentine’s Day evening with her husband, Prince Harry. A spokesperson for Kensington Palace would not divulge details of the Duchess’s flights, but confirmed that as this is a private trip, her travel was ‘privately funded’. The palace also declined to comment on Meghan’s security detail for the duration of the trip, or the plain clothes officer seen accompanying…