The Order is an odd order. It is a knightly order that does not require its members to be knights, or even noble. It is a small order to be sure, but no list of its members exists. It seldom appears on the rolls (the list of orders in the kingdom) and has an entry only in the master indexes of heraldry - yet is not found in lesser indexes. Even with all these strange elements, the "leader" of the order can sit in the Crown’s council and even ask for private meetings with The Crown, his Council, and the High Priest of several sects.
The Order of the Lost is an order whos purpose is the laying to rest of ghosts, destruction of vampires, the banishing of daemons (and the "removal" of those that summon them), and "the calming of thy strang and mythical" (per the ancient scrolls), to protect the Crown and the Peoples of the Land. The members are mostly soldiers, (some noble and some common), priests, and the occasional odd member (thieves, rogues, and the odd magiker). All these people have in common is surviving a deep brush with "thy strang and mythical" and having skills that someone in the order found (or thought) was useful. The order operates in "squadrons" of four to ten, each squadron runs independently. Leaders of said groups loosely know a few of the others. There is a shadowy council pulled from those leaders (or the contacts of those leaders), but little comes down from the council.
The member of the order insist on secrecy. Good people do not speak of spirits, demons, vampires and such, lest they call such evil and chaos to them. The members might face fear and potential disgrace if people knew they interacted with them. In addition, if their identities were generally know, the greater monsters (and those that summon and traffic with them) would hunt them… rather than the other way around.