The Kingdom of the Holy Orders was derived from the Holy State of Christianity.
After the Holy State of Christianity was ravaged by Seljuk Turks it fell apart. Jerusalem was destroyed, nearly all of the land was lost. But due to an agreement with the Seljuk Empire of Persia and the Byzantine Empire the Holy Orders were given the Levant and Cyprus. This was the base for the Kingdom of Holy Order, one of the theocratic nations (Papal States). Alotough technically a kingdom, the ruler was never called a king, but Grandmaster of the Holy Orders.