What I actually think the bigger etiquette lesson here is probably different then you think. This is what I think is the worst part of this ordeal.... Obviously this video got leaked to the media by someone, I really doubt Prince Harry sent this video himself. Who ever leaked the video obviously did not have the best of intentions for Prince Harry, it was meant to make a quick dollar and embarrass him.
You need to respect others. That is a basic concept of human existence. Its in every etiquette book, its part of every religion, and taught in every school.
Prince Harry playing strip whatever he was playing isn't the problem. I really dont see that as anything wrong, for so many reasons. Many argue that he needs to act a certain way and while I believe that is true, he wasn't stripping at a public bar. For all he knew he was doing something in private.
I got your back, Prince Harry!