Here's my reasoning:
A) Tesla clearly knew about Fenris at this point and had already warned the Tsar about an attempt on his life. Therefore, he would know in advance to send forces to try and protect the Tsar. Given that we see loads of Setacs and Cuvars at the Factory, he definitely has forces to spare.
B) The advanced units aren't shown actually attacking the Palace itself, just Zubov and his forces outside. I'd say then that they're there to kill anyone trying getting into the Palace since Tesla does not seem to know who exactly is with Fenris and his forces would take no chances.
C) If they were Fenris units, why would Zubov be interested in being able to capture that one Setac that didn't self-destruct? After all, the only time we see definitely see Fenris field anything resembling Tesla's tech is Janek's exosuit, which Heinrich describes as "Nikola's tech thrown together by a bunch of monkeys." They didn't even seem to have that suit until after they capture that Setac, which they likely reverse-engineered to make the exosuit at Zubov's lab. If that is the best that Fenris can build, then I doubt they could produce a large number of the Setacs and Cuvars we see attacking the palace.
D) I don't think they would be AS keen to self-destruct if they were just Fenris units, give how rightfully paranoid Tesla is. Tesla made even his friends Heinrich and Piotr promise to not be taken alive.
Would love to hear thoughts on this.
Edit: Just replayed that particular level and although I've played it a number of times I just now heard the piece of dialogue where they mention "him" getting involved, so it would seem these are indeed Tesla's troops arriving to try and stop the coup.