@Nobaka explained well, but to help clear up a few more things that weren't stated below, the bald old man, the acid lady, and the underwear girl are essentially a special ops troop known as Gefangnis that has been under Jail since before the start of the series.
They are a subdivision of the soldiers in black, which are the Althean Royal Guard. This was the set of soldiers (the general Althean military) commanded by the guy with the cigar, Alan/Alexander, before all the crazy shit a few chapters ago happened (what put Jail in charge of those troops).
These three 'grand generals' are completely new characters with the Special Service, and the guy who just confronted them at the end was Robert, the guy Jail was fighting for control of the Althean Royal Guard. This whole conflict is between the Althean Royal Guard and the Special Service, which are soldiers directly under Schumerman, the big bad guy with the crazy ice powers who is basically God.
I also don't understand what the fuck one of those new characters was talking about with blood of a baron, so idk there. But that pretty much sums everything up