They are giga-catholic mercenaries loyal to the papacy.

in 1943 the Palatine Guard were prepared to turn the Vatican into a gerontological Rorke's Drift if either the Italian Social Republic or the Germans tried to invade. It wasn't unprecedented in the war since the Norwegian Konigs Guard fought the germans with ancient krag rifles (not to mention sinking the Blucher with a shore gun and whitehead torpedos laid down when Hitler was in short pants)