[sphinx]

The most popular theory is that they are either from this planet (but have heretofore been mostly undetected) or are from a parallel dimension (parallel to the dimension in which this planet exists).

They're from Wakanda and they're searching for the vibranium. The military and intelligence agencies of the entire world are complicit in keeping the secret.

Or they're USAF.

[PIF]

They’re from Wakanda Or they’re USAF.

—
Both Wakanda and the USAF were big players in the Middle Ages when they were painted into famous canvases.