It's definitely the Prester John legend they're referring to. Certainly the idea of Prester John smiting down pagans -- a displaced Crusades fantasy -- fits with the legend, but the idea of a "ghost army" is not, as far as I know, in canon. The fact that they appear just as Nayan is dying on the cross mirrors the earlier moment of his conversion, when Prester John "saved" him. Perhaps we haven't seen the last of Nayan?
The show seems to be leaning towards a supernatural interpretation of Prester John, but it doesn't necessarily have to. In the Travels of Marco Polo, Marco describes Genghis Khan warring with and defeating Prester John -- though, of course, that's a actual, historical person who may or may not have been the basis of the legend. It'd be interesting to get some version of that realistic story, rather than a purely supernatural phenomenon.
I'm so excited that the series is finally starting to show the religious conflicts. Up until now, the writers have really downplayed the historical Kublai's conflicted attitudes toward Christianity. They've addressed his hostility towards it in expected ways, but not really his fascination with it. From what I remember of Rustichello's Travels, one of the main reasons Kublai warms to Marco is because he wants to learn about the Christian faith and Marco is a willing storyteller. The first couple episodes of Season 1 hint at it, with Niccolo and Maffeo bringing the chrism as a gift to Kublai (at his earlier request) and with Marco telling Kublai the tale of Cain and Abel, but other than that we haven't seen much of Kublai's reactions to Christianity.
Season 2's sub-plot with Kaidu addresses Mongol reactions to external religions in a very general way, with Kaidu as the insular traditionalist versus Kublai as the more tolerant expansionist (fascinating, given America's current and super-divisive politics). But I hope upcoming seasons give us more specifics.
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