What is the Cavalry church?
You mean Calvary, not cavalry, right? Calvary is a name for the
place where Jesus Christ was crucified. It is also called Golgotha.
Some churches use it as part of the church name, and you would need
to ask the members, preachers, or founders of each such church to
find out why.
Cavalry, an entirely different word, is soldiers mounted on
horses. A cavalry church might consist of an army chaplain and the
horseback troops who attend his religious services.