Shirojiro had to pay for 150 of Musashi's guards, had bought an entire neighborhood block and even had to enlist some people to hoist Jizurisuzaku.
So from what I saw through the episode, it looks like Malga and Margot has a spell casting system similar to Shinto (using Ether + catalysts) to use abilities; this is probably the reason why they were considered to be Heretics by Pope-President Innocentius.
And did anyone remember what the two said about Musashi? It looks like they were forced to leave their country and eventually learns to love Musashi their only home.
It's kinda sad, really.