I have never heard of them before, but - from their newsletters -, they appear to be under Archbishop Gómez in the Archdiocese of San Antonio. It shows him ordaining the priests. If one reads more about their Queen of Peace Prayer Group for high school and college age young women one sees that they, with in the group, seek to "deepen union with Jesus through prayer and adoration, under the guidance and intercession of Our Blessed Mother.
In the words of Pope John Paul, to be a small 'school of prayer.'" They also, in their December 07 newsletter refer to Pope John Paul as "their" great John Paul.
Also, on the Archdiocese's website if you do a search for "Mission of Divine Mercy" the first link is a Word Document one can download that lists all of the women religious with in the archdiocese. At the very bottom, under "Private Association of the Faithful" they are listed. They seem to be in union with the archdiocese, and thus I assume with Rome.
They look like a great community! And what a beautiful habit! Their retreats look pretty neat too. Too bad they haven't updated for this year when it comes to info on retreats.

oooo and look at the pretty designs for the grounds:
http://www.stroikarchitect.com/portfolio/divinemercy.php