Noelle is the knight. It's a manifestation of her trauma from Dess's disappearance, her asshole mother, and her dad dying of monster cancer. Notice that the Knight appeared after Carol whooped her ass in Ch4. It was revealed that Noelle has a SOUL in Ch4's weird route. This other SOUL is cooperating with our SOUL, but Carol knows how to rip it out of Noelle when it suits her agenda. Also Dess is 100% dead and never coming back. Absolutely destroyed by a pick up truck.