This is a big issue for goyim, since most western legal systems considering it a valid defense that someone is following orders with a possible exception only of one knows that the orders one is following were also illegal.
For Jews this isn’t an issue since halacha is very clear due to the doctrine of “???? ??? ????? ?????? ???? ?? ?????? “. The only possible defense to following an order contrary to halacha is that it didn’t violate something that is covered by “???? ??? ?????” – and that doesn’t always apply (e.g. ??? ???). That means in a military such as that of the United States or Israel, where they don’t kill soldiers for refusing orders, it is never permitted to violate halacha due to superior orders (noting that doing something otherwise forbidden may be permitted for other reasons, such as preservation of your own life – but halacha allows that).