The guard is set at the tomb (Mt 27:65-27:66)

“Pilate said to them.

‘You have a guard

Of soldiers.

Go!

Make it as secure

As you can!’

So,

They went

With the guard.

They made the tomb

Secure

By sealing the stone.”

 

ἔφη αὐτοῖς ὁ Πειλᾶτος Ἔχετε κουστωδίαν· ὑπάγετε ἀσφαλίσασθε ὡς οἴδατε.

οἱ δὲ πορευθέντες ἠσφαλίσαντο τὸν τάφον σφραγίσαντες τὸν λίθον μετὰ τῆς κουστωδίας.

 

This is unique to Matthew, who remarked that Pilate said to them (ἔφη αὐτοῖς ὁ Πειλᾶτος), the chief priests and the Pharisees, that they had a guard of soldiers or custodians (Ἔχετε κουστωδίαν·).  They could make this tomb as secure as they knew how or could (ὑπάγετε ἀσφαλίσασθε ὡς οἴδατε).  Thus, these Jewish leaders secured the tomb (οἱ δὲ πορευθέντες ἠσφαλίσαντο τὸν τάφον) by sealing the stone (σφραγίσαντες τὸν λίθον) that was in front of the tomb and setting up a custodial guard (μετὰ τῆς κουστωδίας).  Thus, it was not a Roman guard but a Jewish guard at the sealed tomb.