"They didn't really exist then, as such. It used to be two separate branches of the Royal Guard and Night Guard, and used the guards themselves as agents. However, after the relative successes of the Shades in Mareitania, Luna convinced Celestia to merge the two branches into a new body consisting of specially chosen members of the Royal and Night guards, along with room for some other non-native Equestrians like zebras, griffons, Saddle Arabians, and whatever else might join eventually."