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 from Aguasdulces and liberating a group of workers from some of Fussar's men, the gang departs La Capilla for the fortress of Cinco Torres. The gang never returns to the church.