The order has technological power that has never been seen by any humans. These powers allow them to crate force fields that cannot be seen by the human eye. A member of the order could be under attack by any kind of human weapon and, with a few exceptions, the weapon would fail to reach the target. There are many tests being done in laboratories all over the world to ensure the force fields that the order are able to create are strong enough to handle nuclear power.
The only way to damage a shield created by the order with a regular weapon is if human came up with some kind of force that could match the strength of a nuclear blast. Fortunately there is no way for human technology to harness that kind of power without destroying the handheld weapon that fires the projectile. Note, even a tank would be able to handle this force.