Check out the Spanish Inquisition, the outfits are of style of the inquisitors, initially a militant Catholic organisation tasked with finding and ultimately executing satanists, muslims and jews due to their subversive actions against Spain.

It never spread outside Spain and eventually petered out, but you can see the same outfits in many current Spanish religious events. They are highly traditional and religious, something the commies are trying to destroy.

Nothing sinister, as these marches were designed to put the fear of God into the satanic degenerates hiding in Spain. I hope it still terrifies and reminds them that they are only a heartbeat away from Europe igniting again.