They are! In fact, every mayor that declared their city a Sanctuary city is in violation of the constitution and should be removed from office.
Section 4
The United States shall guarantee to every State in this Union a Republican Form of Government, and shall protect each of them against Invasion; and on Application of the Legislature, or of the Executive (when the Legislature cannot be convened) against domestic Violence.
The original text of Article IV of the Constitution of the United States.
constitution.congress.gov
And how it applies to sanctuary city mayors:
"An individual, except the President, elected or appointed to an office of honor or profit in the civil service or uniformed services, shall take the following oath: “I, AB, do solemnly swear (or affirm) that I will support and defend the Constitution of the United States against all enemies, foreign and domestic; that I will bear true faith and allegiance to the same; that I take this obligation freely, without any mental reservation or purpose of evasion; and that I will well and faithfully discharge the duties of the office on which I am about to enter. So help me God.” This section does not affect other oaths required by law."
www.law.cornell.edu
If they violate that oath, they are certainly most liable to be removed from office for violating that oath. And subject to further penalties.