The royal trio made their getaway to a secret location shortly after their reception at Government House yesterday, witnesses say.
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The Duke and Duchess of Cambridge, and their son Prince George, arrived in a damp and foggy Wellington yesterday and were welcomed at Government House with a formal Powhiri.
The family were now having a rest day at a secret private location.
Stuff readers reported seeing the royal convoy going over the Rimutaka Hill road towards the Wairarapa yesterday afternoon. The luxury estate Wharekauhau Lodge in south Wairarapa, which charges $650 a night per person, is a likely location should they be staying in the region.
Staff at Marketing Impact, on the corner of the Basin Reserve just up the road from Government House, saw the royal family leave just 90 minutes after they arrived.
"We told my colleague who sits closest to the lights that it was her job to be on royal alert," account manager Lisa Nimmo said.
"We said, whenever you see the police come out or the roads closing, it's got to be royal alert, royals on the move!"
To their astonishment, a few minutes later, police closed the road. The staff sprinted outside in time to see the entourage and police escort drive past.
"Wills was waving to us in the front seat, and little baby George was sitting up really perky in the back," Nimmo said.
"He was very cute and happy, grinning away.
"Kate was on the other side in the back seat. I didn't see her, but my colleague said she was definitely wearing red. We hadn't seen the photos of her getting off the plane at the point, so we didn't click it was the same outfit.
"It was very thrilling. The windows were up, but you could clearly see through them."
Royal visit media manger Allen Walley would not comment on what the royals did in their private time.
Prime Minister John Key also refused to offer details, saying it was not appropriate for him to do so.
But he said it "made sense" for the family to have some rest and recuperation after their 30-hour flight to New Zealand.
"They're having a day of recuperation, it's a very long flight from the UK," he said on Firstline.
"Obviously they're setting out on a 20-day tour of New Zealand and Australia so it makes an awful lot of sense for them to have a day of down time.
"I know, because I travel over those long distances as lot of New Zealanders do. It's very tough when you get off the plane and start working.
"They've got baby George, who I know they want to take out on the odd occasion so it's really just getting into the right hemisphere."
Key would not comment on whether the family had moved from Government House for the night.
"I don't really want to go into those details, it's not appropriate for me to do so. It's just enough to say they're having a bit of down time today."
Key said he did not think the visit would affect an election result come September 20.
"I think by the time we get to September, people will be focused on the economy and health and law and order, those issues," he said.
Yesterday, Key said he stood by past comments that it was inevitable New Zealand would become a republic one day, but he thought those timelines had been pushed out by positive public sentiment toward the family.
Today, he said he believed Prince William, who is second in line to the throne behind his father Prince Charles, would be a "great" King of New Zealand.
He said there had been a "sea change" in opinion over the course of the last decade.
"Two things - the young royals are certainly very glamorous and I think they've added a real excitement and enthusiasm about the royal family," Key said.
"I think the second thing is that people . . . have got to know Charles who will be the next King of New Zealand, and Camilla better, and certainly with their trip last year.
"He's building quite a fan-base and support-base in my view. I think people will probably be reflecting on the Queen with 60 years of service with the diamond jubilee.
"My own view is what would be gained by New Zealand becoming a republic?
"I personally don't think an awful lot. All we'd do is elect someone to essentially be the head of state as opposed to the Government appointing a governor-general that represents the Queen as head of state."