Looks like it is from the same day of a video performance that was previously posted on Instagram by son_0000178 (it is deleted now though)

About these Soldiers:

the soldiers yunho took this photo with are the DMZ police(민정경찰), permitted by the UN military HQ to enter the DMZ, the dmz(demilitarized zone) surrounds the South-North ceasefire line (2km width into each country) and you need special permission to enter

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Credits:

신승환: here,
Information about the Soldiers by DC Yunho Gallery, Translated by @mystaryunho,
Posted and Shared by TVXQ! Express