I was already 99.999% sure about the knights guiltiness when they executed the prisoners.
The author could have kept us in the dark for a while. (It's also a rare disadvantage of when the manga chapters ain't just 10 page long.)
All they are is GUARDS... guards of a religious order, at that! They have no authority over him. Cain has the final say (Irl, anyway. With this fictious story, the author can makeup any nonsensical bs they want)!