Davy, 21, was left waiting at Heathrow airport after a nine-hour flight from Johannesburg, South Africa.
She was spotted pacing, dragging her bags around and conducting a heated conversation on her mobile phone before she finally settled in a coffee bar to wait for Harry.
"She had a face like thunder.You could say she was not pleased at being left waiting around," a witness told the newspaper, adding that when Harry finally arrived, "He looked like he had just got out of bed."
The couple had not seen each for more than a month.
"This was supposed to be the big reunion but it has not got off the best of starts," a source noted.
Davy, who has recovered from an appendix operation after collapsing in South Africa last month, was expected to stay with Harry for at least a week.