According to jurisdiction, the two governors are 'technically' correct. It is the role of the US Marshall's office to protect the Federal court system and it's justices. However, if the said justices own a dwelling or residence on private property in the States of Maryland and Virginia (not federal land), I believe for this reason it certainly does fall under their jurisdiction to enforce their State law against protesting at private property. Many States have laws that prohibit protesting at private residences. Some of them if I recall are felonies if convicted.
According to jurisdiction, the two governors are correct. It is the role of the US Marshall's office to protect the Federal court system and it's justices. However, if the justices are living on private property in Maryland and Virginia, I believe for this reason it does fall under the jurisdiction of those States to protect the private property owner. Accordingly, if it is indeed private property under the jurisdiction of these said States, then their State law against protesting at the site of the said private property must be enforced.