if a unit does guardian again a sniper attack does the pierce apply to both units and also does the high velocity also kick in for both units.

Pierce is directly referenced in the rules for Guardian on page 33:

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The pierce x keyword can be used to cancel block (󲉣) results on defense dice rolled by a unit using guardian x; treat canceled block (󲉣) results as blank results. After using pierce x in this way, any unused pierce x value can still be used to cancel block (󲉣) results rolled by the defender.

High Velocity affects the spending of Dodge tokens, which the unit with Guardian cannot use to cancel the hit for a few different reasons (the Guardian is not the defender, and only the defender can spend Dodge tokens, and Guardian is used during the "Modify Attack Dice" step of resolving an attack, which is AFTER "Apply Dodge and Cover.")