"Why hasn't the Covenant squashed the Prices? They aren't that well-hidden."
Normally, this is the type of question that would get a raised eyebrow and a somewhat disappointed cry of "Spoilers!" But in this case, the answer ties so closely into the family history that I've been unpacking for you, one short story at a time, that it seems like a reasonable place to start.
Understanding the Covenant of St. George requires taking an almost denialist viewpoint on the universe. Absolute truth: Humans are the best thing. Like, no matter what else there is in the universe, no matter what wonders we may eventually come to discover, humans are the best thing. Conclusion: anything humans think is cool is pretty much guaranteed to be totally cool, because humans—remember, the best thing—thought that it was cool. Anyone or anything trying to tell you that this line of reasoning is flawed and contains several internal logical fallacies is lying, and a stupid-head, and probably an enemy of the human race. You do not need to feel bad about hating them. And if you don't need to feel bad about hating them, you don't need to feel bad about anything your hatred eventually leads you to do.
Second absolute truth: anything that harms humans is bad. It doesn't matter what the thing is, or why it's harming humans. It doesn't matter if the humans who are being harmed brought it upon their own heads. If something is harming humans, it is bad. It is evil. The world is black and white, and you are on the side of white, because humans are the best thing, and all you're doing is stopping things that would hurt humans.
Third absolute truth: you are always right. Because if you were wrong, if it were possible for you to be wrong...well, then, maybe all those "monsters" that you chased down and slaughtered in cold blood were actually people who just didn't look the way that you had arbitrarily decided that people were supposed to look. Maybe you've done bad things. Maybe you're a murderer. And if you're a murderer, well. That sort of calls your whole "humans are the best thing" philosophy into question.
That's the starting point for the Covenant: they are a bunch of arrogant absolutists who have, over the course of centuries, locked themselves into a pattern of thought that allows for absolutely no deviation. To deviate, even in the slightest degree, is to no longer be truly Covenant. Once you start questioning things, there's every chance that the entire house of cards will come crumbling down.
(This isn't to say that all members of the Covenant are idiots: they're not. They're just trained and drilled and schooled very firmly on one specific method of thought, and it's one that happens to come with a clear and easy "us vs. them" that can be demonstrated using flash cards. There are a lot of very smart people in the Covenant. That's what makes them dangerous.)
Now we must travel back three generations in the family history, to a time when there were only three Prices standing: Thomas Price, who had defected from the Covenant when his personal house of cards got knocked over, rather decisively, by his own experiences, as well as through extended contact with the Healys; Alice Price-Healy, who may well be the single most bloody-minded scion of the Healy line, which is saying something if you've met anyone with Healy blood in them; and Kevin Price, who was too young to be a factor in the actual fight, but whose presence spurred his parents to win by any means necessary.
The Covenant numbered in the thousands. The Prices numbered in the threes. There was no way for them to win a fair fight.
"Fuck a fair fight." —Alice Price-Healy
Without going into excessive detail (because I really do intend to write this one day, and a girl has to keep some secrets), the Prices basically pulled a con on the Covenant, and left them firmly convinced that yes, they had killed three people on that day, and yes, there was no possible chance that anyone could have survived. Now, remember our third absolute truth: the Covenant is always right. The Covenant rode into righteous battle, the Covenant killed three people, the Covenant won, and the Covenant is always right.
The current Price family is still recovering from that specific instance of the Covenant always being right. Alice and Thomas would have one more child before Thomas himself disappeared; both Kevin and Jane were largely raised by friends of the family, because Alice, the only remaining recognizable member of the Price-Healy clan, was off trying to find her husband. Two small children being shuttled around the country didn't attract much attention, and it was only the intervention of more friends of the family that Kevin and Jane didn't wind up growing up completely unaware of the complicated network of blood feuds and favors their ancestors had constructed to protect them.
The Covenant, which is always right, did not go looking for these children. Those children could not possibly exist.
Kevin and Jane grew up, got married, and had children, always holding to their new guiding law: Do Not Get Found. Because now, their existence would be an insult to the Covenant, as great a deviation from the laws of nature as any cryptid that had ever existed. Yes, they stayed in the family business, but they did it in ways that the Covenant wasn't looking for. The Covenant, by nature, is overt. The Price family, in their current incarnation, is covert, and they use whatever means necessary to keep themselves that way.
Why hasn't the Covenant squashed the Prices?
Because the Prices don't exist. It doesn't matter how well-hidden a thing is or isn't; when you refuse to let yourself admit that it could possibly be real, you're not going to find it.
Heaven help us all if the Covenant ever stops lying to itself.