[@Sophrus] I feel like that Talvyrn and Gavlan will either get along wonderfully or hate each other bitterly over Knights :lol

Also, yes, you can have Knights but I wouldn't say have them as a part of your legion as much as you can have them as part of the Mechanicus detachment/auxiliary you have. Talvyrn has his own Knights as more of an Imperial Army supplement since I'm planning for him to be High King of a house.