Formal procession (7)
(Other definitions for cortege that I've seen before include "Processing figures" , "Entourage, retinue" , "Solemn funeral procession" , "train" .)
(Other definitions for parade that I've seen before include "Public walk or march" , "'Procession of bands, floats, etc (6)'" , "Ostentation" , "Show (put on by soldiers?)" , "Organised procession of displays, performances, etc" .)