“sealing the stone.” They did not “seal” the stone in the sense of somehow gluing it closed. That is not the meaning of “seal” in this case. If they could have glued the stone closed, they would not have needed the guard. They put a seal on the stone, which would have been wax or clay that connected the stone to the wall and which would have had a “seal” (an insignia of some kind), pressed into the wax. If the stone were moved, the wax or clay would have been broken and the insignia destroyed. This seal let everyone know the grave had not been tampered with. It is even possible that, in this case, the seal was clay attached to the wall of the tomb and wax on the rolling-stone, with a cord between them.
“setting the guard.” The Greek text simply has the phrase “with the guard” at the end of the sentence, which has led to various interpretations and translations. For example, the NASB says that the Jews sealed the tomb “along with the guards.” Some interpreters have even suggested that the Jews “sealed” the tomb “with the guards,” meaning that the guards were the effective seal, but this interpretation seems very unlikely. It seems most likely that the phrase is not meant to communicate that the guards helped seal the tomb, but rather that the tomb was left “with the guard,” as the Jews requested, so the body would not be stolen. It is likely that the “guard” is not referring to an individual soldier but is a collective reference to those soldiers who were left to guard the tomb. Therefore, perhaps a more conflated translation would be: “So they went and made the tomb secure by sealing the stone and leaving it with soldiers of the guard.”