Meghan Markle's Pals Leave Baby Shower, No Priyanka Chopra But Still BFFs

2:45 PM PT -- Looks like the party's over, or at least this stage of it. We got Meghan's friends -- including Amal Clooney and Gayle King -- pouring out of the Mark Hotel where they held the baby shower.

They walked out into some crappy winter weather, but still ... smiles all around.

Priyanka Chopra couldn't make it to Meghan Markle's baby shower -- a sure sign there's trouble in paradise for close pals ... normally, anyway, but these 2 are a different breed o' BFF.

Sources close to Priyanka tell TMZ ... the actress did NOT make it to Meghan's NYC baby shower -- despite reports to the contrary -- and it's because she was stuck working in Los Angeles.

We're told Priyanka was bogged down on the left coast with meetings for a book she's writing.

Although, Meghan's pal Serena Williams made it to NYC ... it's been a while since she and Priyanka and have been able to find time for each other.

Priyanka crossed the pond for Meghan and Prince Harry's wedding last summer, but Meghan wasn't there when Priyanka and Nick Jonas tied the knot in India.

We're told Meghan's December schedule simply didn't align with Priyanka and Nick's nearly endless stream of wedding receptions. The Duchess of Sussex has a ton of obligations ... and being pregnant further complicates her social schedule.

Despite the missed connections ... we're told Priyanka and Meghan's friendship hasn't changed, and they still talk regularly. No issues here!