The Holy Knights belong to the Church of the God of Light and yes that guy (God of Light) really exists. The Church and the King can be said to have equal Authority and power but they won't meddle with each other unless and until the situation is important or dire.
The difference between the Holy knights and knights is that Holy Knights use the power of light to heal and fight against creatures that are defined as evil or basically the things that harm people, like the undead, witches..etc. more importantly, Holy knight won't die easily.
The church of God of Light has 12 Cardinal knights who are divided into two factions The Arch knights and The Calamity knights. Though the obey the orders of the pope who has the highest authority in the church (even the king has to give this guy some respect) the Arch knight's head is Scion and the Calamity Knight's head is Nova.
Each Cardinal Knights have titles that are passed from one generation to the next. The Cardinal Knights are considered as the knight captains and each one has a company of knights assigned to them.
The Arch Knights;
-Scion
-Azure
-Florence
-Earth
-Inferno
-Amethyst
The Calamity Knights;
-Nova
-Winter
-Lightning
-Metal
-Tempest
-Shadow
Each Cardinal Knight is expected to act according to the nature of their titles, for example, the Knight captain Inferno must be a very passionate and hot-headed person, the knight captain should have short temper like lightning... etc.
The church of God of light is independent and it does not come under the jurisdiction of the king unlike the tower of mages.
I think this must be enough for now.....