I was concerned this is how my question would be interpreted which is why I specified:
I feel like I am missing something, what orders? I know I mentioned ICE in my reply but it was in a general sense, like ICE is part of the US.
My question was what illegal orders have the military been given. I wasn't aware that they had been given an order to protect ICE directly. Based on the other replies it doesn't seem like they have or at least that it hasn't been made public. However, because people have been kind enough to explain what they mean to me I understand that they mean two separate things:
The US military has been given illegal orders such as firing on disabled ships.
ICE also swears an oath to "will support and defend the Constitution and laws of the United States of America against all enemies, foreign and domestic".
I don't think that I would have made the jump that ICE has a duty to disobey illegal orders (because that's from the military legal code and ICE isn't subject to that) but my opinion doesn't matter in the slightest and I'm just happy to have a better understanding of how people view this.