okay the image here is very supplementary to what I'm gonna say, which is less about the identity of the knight but who they are as a person.
what I think is that the knight was formerly a highly successful person (potentially an actor of some kind, given how kris mirrors their cool action poses) who suffered a severe mental health crisis like schizophrenia, brain trauma, etc. that let to catastrophic career failure. essentially, they went from being a star to barely able to support themselves due to their disability. the worst of it being that they were not properly cared for by society, being left behind/forgotten and left to fester in severe poverty.

kris, suffering from their own self-worth issues and feeling inadequate compared to asriel, wanting to become a "big shot", got wrapped up with said forgotten fallen star and their plan to do something with the bunker, and have knowingly put themselves and others around them at risk.

thinking about this stuff makes me think deltarune might have a theme of mental illness in society that it's going to use to make a point by the end of the game. characters like purple guy, the warrior, the nameless library bird, and even kris who has been argued to be autism-coded, that are displaying signs of mental illness without being explicitly stated. A lot of people laugh at these characters or see them as suspicious/dangerous without knowing what's actual going on with them, creating potentially isolating/abusive environments without realizing it