I was not able to precisely identify the nature or purpose of the military group shown in the photo, but assume that they have to do with the security of the Palace as it is used for state affairs of various kinds and hosts a lot of foreign dignitaries. Each morning they would emerge from their pretty pink building and go through a short drill. The pink building is where they apparently are billeted and is just beside the pousada across from the Palace.
Walking down a normal street toward the train station we encountered this blue tree. What does it signify? Who painted it? Why? All a mystery, but made for an interesting diversion.