The Guardians are a group similar to the Cahills and Vespers, their job is to guard the pieces of the doomsday device. According to the 39 Clues wiki page, they protect the pieces of the Doomsday Device and they move them from place to place until they find the right place to hide it.
The only known living guardian is Atticus, though his half-brother Jake may also be one.
As to the locations of the pieces of the doomsday device being unknown, it's possible if not likely that they were known before all of the other were killed/died.