"The Knight" is knowledgeable of Dark Worlds and extremely powerful within them. They are not feral. They are, in some sense, a Lightner— Chapter 3's ending and Gerson's testimony seem to confirm this. They're familiar with Kris and, likely, the Shelter code-holders in Hometown. They had some form of access to the Shelter at the end of Chapter 3. They likely collected Undyne for a "police sacrifice." They were strong enough to carry her from Kris' house to the Shelter faster than Susie could run there.
Is "the Knight" one person? A group of people? Do they keep their Dark World appearance in the Light World as the Black Shard from their sword seems to? Do they keep their abilities in the Light World? Is their armor a sort of power suit that anyone can wear? They're implied to be able to remove it in Chapter 4 despite its strange, fluid form.
What the hell is this character going to do?