Well in CN novels (goddamn these fucking authors) like The Original Vampire without any clear classification of what difference is in them, even in techniques and armor worn.
In The Wizard Abe, knights have better body tempering techniques that unlock more nodes in their body like in Defiance of the Fall, thus they have more access to energy.
In TOV, knights have an extra edge compared to their warrior counterpart with Holy attribute added into them. Also there are holy knights aka paladins working for the church, which is different from the knights under his majesty.
In 恶魔王族 or Devil Royalty(?), a work made before The Legendary Mechanic by the author, warrior class are basically physical hitters that rely on their equipment for magical/ elemental damage while knights rely on their chivalry codes for power, ie Humility by the knight being humble means increase in defense stats. Also they can fire sword beams unlike warriors