La Capilla was founded on Guarma many years ago as a Spanish church. Some point prior to 1899, it became an outpost for rebels loyal to Hercule Fontaine.
Events of Red Dead Redemption 2
After being saved by Hercule, the Van der Linde gang is led to the church and told to get some rest. After rescuing Javier Escuella from Aguasdulces and liberating a group of workers from some of Fussar's men, the gang depart La Capilla for the fortress of Cinco Torres. After this, the five gang members never return to La Capilla.
There is a trap at the end of the road to the east of the abandoned building where the Van der Linde gang was temporarily stationed. If the player is at the end of the road, he will fall into a pit and be attacked by Guarma soldiers.