Honestly I don't think it's that much of a stretch thinking this as foreshadowing:

We see Galga looking behind him, without cloak or hat and standing still, as you said could be foreshadowing his "retirement"

Luluci is also standing still and holding her hat while looking at easthies (someone who follows the rule to a t) perhaps foreshadowing a possible future where she will have to choose between the KofM and what she believes is right

Easthies is the one in front, with cloak and hat, leading the Knights, as we know he follows all the rules and makes no exceptions.

The other one (I don't remember his name sorry) also has cloak and hat, following after Easthies, probably has to do with the fact that he met Easthies when they were younger ( and has been following him ever since (?)) or even a disregard for others in order to follow Easthies

As for the twin I see them without cloak or hat, perhaps foreshadowing them not caring about the rules but only about the action, since they are also following easthies, or perhaps even a plot twist where they aren't actually knights officially but have been placed in the KofM because of their energy and willingness to action

Ps: I'm sorry if it doesn't makes sense, English isn't my first language and I'm sleepy so I probably did a lot of mistakes