Air carrier First Officer reported landing safely after receiving an EGPWS alert related to the descent commanded by TCAS in response to an RA from military aircraft apparently performing an intercept maneuver on approach to CRP.

Narrative

Aircraft X during final approach to CRP; a pair of trainer aircraft appeared to have performed an intercept maneuver on us shortly after capturing the Glide Slope on the ILS R13 approach at CRP; causing a Resolution Advisory (RA) warning. We complied with a 'Descend' command; traversing well below the Glide Slope and triggering the Enchanced Ground Proximity Warning System (EGPWS) alerts. After the two trainers passed in front of us and visual separation was restored; we executed a Go-Around due to becoming un-stabilized. About five minutes later; we executed a second approach and landed without further incident.I recommend better communication between ATC and pilots with a situation like this in the future. We were told by ATC that an aircraft was 'going to be doing maneuvers behind you and above you.' We were never told of the intentions of the trainer aircraft. I recommend such a maneuver to not be practiced unless communication exists between the pilots of the military aircraft; and approval from the PIC/SIC of the civilian aircraft. I also recommend such a maneuver to NEVER be practiced involving an aircraft with passengers aboard or in the final approach stages of the flight.