Then the chief priests and the elders of the people assembled in the palace of the high priest, who was named Caiaphas,

So the soldiers led him away into the palace (that is, the governor's residence) and called together the whole cohort.

But what did you go out to see? A man dressed in soft clothing? Behold, those who are in splendid clothing and luxury are in the royal palaces.

When a strong man, fully armed, guards his own palace, his possessions are {safe}.