After raising the price of Sogran's bounty, Sogran was said to be sighted with the Vanguard of Anarchy. When the police were sent to investigate, they saw Sogran getting on a ship, heading for the Trithians. It seems with the help of the Vanguard of Anarchy, they took control of the ship. Sogran and his troops then said goodbye to their allies, and the Vanguard returned to Brightsburg. Clearly this means something. We know that Sogran's military has at least 3 million people. So the Vanguard seems to be a ally of Sogran, to deal with Brightsburg, while Sogran's troops battle with other nations. Since we know Sogran is an assassin, we believe it was he who shot the Queen. This would make sense, as he has assassinated many major leaders before.
Sogran is a terrorist to be clear.