AfAIK, the Oathkeepers were a private militia. A proper, above board militia will form under, and report to, a gov't agency, almost always the state governor. I had a post about two years ago about this, do t remember if it was here or on TDW. After work I'll try and find it.

Also, each state has their own rules, suggest you look them up, start there.

Big issue on being a legal militia or not is if you want to become an outlaw band while trying to save the country, or have some legitimacy to it. If you don't have a proper CoC for accountability, there will probably be trouble from the good guys AND the bad guys.