@PGOTP No, that's generally right. They's original singular usage is for ambiguous genders, assuming a knight is he without a particular reason to would be what's flawed, not the usage of they.
On the contrary, lots of series translators don't use it when they should. I'm not sure about korean, which this series is, but I know in japanese gender can often be ambiguous when referring to a stranger, and yet manga translations often fudge that.
Wouldn't be surprised if the original korean did refer to her in an ambiguous way instead of a masculine way, unless your comment is in reference to knowing the raws and it not being that way in the korean? Honestly, even if that's the case, if it's a korean limitation (which it may or may not be, don't know) they can still be absolutely appropriate in English, such is translating in general.
They as an ambiguous singular is hundreds of years old at the least, though 'he' for ambiguous people is also woefully used by some people too, in my opinion the former is much better but both are technically 'acceptable' even if the latter really shouldn't be. Basically, ambiguous he only exists as a colloquialism.
Anyways, sorry, you said you're not English native and still I dumped quite a bit on you, but
TL;DR 'they' is totally acceptable, ideal even.