Those guys are clearly Dolly and the others and based on their movements, the one who is leading them is none other than Sigma. I was relieved that it was Sigma who decided to take the lead role as she is one of the strongest leaders back in the past timeline and has been capable of winning countless battles and raids due to her ability to easily read the situation and readjust the tactics if something went wrong.
If Sigma didn't lead the group, then I am sure that Harmless Sparrow will decide to take over. I am not saying she is a bad leader but she is not as efficient in commands as Sigma and compared to how prompt Sigma is in changing tactics when something doesn't feel right or the normal flow of the plan fails, Harmless Sparrow takes quite a bit of time before she will reconsider to change her tactics.