I wondered the same thing. They could have been with HYPO or some other such group. Shoot, for all I know, they were off-duty constables. Since we have conceal-and-carry, they could have been just citizens exercising their constitutional rights a little sloppily.
But the black-and-white flag perplexed me. Maybe someone else on the forum knows what it signifies, if not anarchy. They were definitely making some kind of statement