When they ask him if he's ready to go they call him Sergeant, so he's probably either Army or USMC (or conceivably Air Force). His instructors are all wearing Military Police shirts, which I think is specific to the Army (I am fairly sure USMC MP-equivalents are called Provost Marshals or something).
Regardless I am pretty sure that 1) I would not be able to even walk after getting that much pepper spray, let alone take a dude down and hit other dudes with a dildo and 2) probably an asthmatic should not have signed up for a training session that involved powerful aerosolized irritants.