here is your SE Late Bodyguard unit:

type SE Late Bodyguard
dictionary SE_Late_Bodyguard ; General's Bodyguard
category cavalry
class heavy
voice_type General
banner faction main_cavalry
banner holy crusade_cavalry
soldier SE_Late_Bodyguard, 16, 0, 1
mount armoured horse
mount_effect elephant -4, camel -4
attributes sea_faring, hide_forest, very_hardy, can_withdraw, general_unit, general_unit_upgrade
formation 2, 4.4, 3, 6, 2, square
stat_health 2, 0
stat_pri 13, 8, no, 0, 0, melee, melee_blade, piercing, spear, 25, 1
;stat_pri_ex 0, 0, 0
stat_pri_attr no
stat_sec 14, 4, no, 0, 0, melee, melee_blade, piercing, sword, 25, 1
;stat_sec_ex 0, 0, 0
stat_sec_attr no
stat_pri_armour 9, 5, 3, metal
;stat_armour_ex 9, 11, 0, 0, 5, 3, 3, metal
stat_sec_armour 0, 0, flesh
stat_heat 4
stat_ground 0, 0, -4, 0
stat_mental 11, normal, trained
stat_charge_dist 45
stat_fire_delay 0
stat_food 60, 300
stat_cost 1, 870, 250, 120, 95, 870, 1, 210
armour_ug_levels 5, 6
armour_ug_models SE_Late_Bodyguard, SE_Late_Bodyguard_ug1
ownership spain, portugal, milan, venice, papal_states
era 2 spain, portugal, milan, venice, papal_states
;unit_info 13, 0, 34


when you create the new unit, change the name to:

type Sicilian Late Bodyguard
dictionary Sicilian_Late_Bodyguard ; General's Bodyguard
category cavalry
class heavy
voice_type General
banner faction main_cavalry
banner holy crusade_cavalry
soldier Knights_Hospitaller, 16, 0, 1
mount armoured horse
mount_effect elephant -4, camel -4
attributes sea_faring, hide_forest, very_hardy, can_withdraw, general_unit, general_unit_upgrade
formation 2, 4.4, 3, 6, 2, square
stat_health 2, 0
stat_pri 13, 8, no, 0, 0, melee, melee_blade, piercing, spear, 25, 1
;stat_pri_ex 0, 0, 0
stat_pri_attr no
stat_sec 14, 4, no, 0, 0, melee, melee_blade, piercing, sword, 25, 1
;stat_sec_ex 0, 0, 0
stat_sec_attr no
stat_pri_armour 9, 5, 3, metal
;stat_armour_ex 9, 11, 0, 0, 5, 3, 3, metal
stat_sec_armour 0, 0, flesh
stat_heat 4
stat_ground 0, 0, -4, 0
stat_mental 11, normal, trained
stat_charge_dist 45
stat_fire_delay 0
stat_food 60, 300
stat_cost 1, 870, 250, 120, 95, 870, 1, 210
armour_ug_levels 3, 4, 5
armour_ug_models Knights_Hospitaller, Knights_Hospitaller_ug1, Knights_Hospitaller_ug2
ownership sicily
;unit_info 13, 0, 34


use the link on creating a new unit as a checklist for all of the changes you need to make. notice here than i removed sicily from the SE Late Bodyguard ownership. you may actually want to create 2 units to keep in line with the game function and have a Sicilian Early Bodyguard and a Sicilian Late Bodyguard. just follow the direction from the above link for creating new units and you should be fine.