So at the end of chapter three, the knight kidnaps undyne and takes her to the shelter.
This is in direct contrast with what Susie says later in chapter 4, where she states that the knight fights them in the dark world because in the light world, its no match for them.
So I have 2 possibilities as to how the knight could have kidnapped undyne
1.while dragging her out of the chapter 3 dark world, it knocked her out
I don't beleive this one because it feels very anticlimactic and unlike toby fox. The fact that the knight was able to travel through the light world while dealing with undyne(conscious or not) has to mean SOMETHING
2.the knight is someone STRONGER than undyne
Someone who can overpower undyne in both the dark world and the light world could be behind it, but we don't exactly know how strong any of the characters in deltarune are. What we DO know however, is 2 characters undyne has outright stated to be strong, in undertale.
The first being asgore, who is out because he appears in the house scene in chapter 4 while Kris speaks to the knight
The second, however...is Papyrus
Papyrus is the knight confirmed