The Advance Guard are the members of the Order of the Phoenix who were responsible for escorting Harry safely to Number 12 Grimmauld Place.
The summer before Harry's fifth year at Hogwarts, several members of the Order of the Phoenix were despatched to Privet Drive to safely escort Harry to Number 12 Grimmauld Place for the first time (OP3). Members of the Advance Guard included Dedalus Diggle, Elphias Doge, Hestia Jones, Remus Lupin, 'Mad-Eye' Moody, Kingsley Shacklebolt, Nymphadora Tonks, Emmeline Vance.
From the Web
"Advance Guard" on the Harry Potter Wiki