The term 'THE DA VINCI CODE PRIORY' is a reference to the novel by Dan Brown, which follows the story of Robert Langdon and Sophie Neveu as they investigate a murder at the Louvre Museum in Paris. The Priory of SION is a secret society that is featured in the novel and is believed to be connected to the Knights Templar. The answer to the crossword puzzle is SION, which is the French spelling of the secret society.