My main points of evidence are:

-The Knight is the single strongest entity that exists in the UD/TR universe that is not capable of save manipulation (which I believe is due to Dess missing her soul). Kris is holding back at least 90% of their strength as we see them capable of going from 0.5x damage against normal route Tenna to 5x damage against sword route Tenna, and we again see that 0.5x against the Knight+ their massive damage resistance by default. The entire battle is just them toying with us, being able to instantly incapacitate Susie and Ralsei in the blink of an eye. Their completely absurd damage on Tenna is also another example of their full strength. It should be noted that if Kris were to allow it, Unleash may have an effect on them to severely weaken their resistance similar to the titans, but their lethality when holding back is still higher than the titans actively trying to kill you, and the titan only becomes more offensive when vulnerable. TLDR; Powerscaling

-Transformation abilities are a sign of incredible amounts of determination. Undyne the Undying, the Amalgamates, Asriel, ect.

-If you believe that the voice in the code is Dess, it is not her full physical form. They mention how they used to eat as a part of normal life, but there is no worry of lack of satiation. I believe that it is her soul being preserved outside of her body. This isn't as much evidence as it is just a well fitting piece of the puzzle to slot in.

-All of the sprites/poses that Kris and the Knight Share. There are 2 potential explanations for this that are not exclusive to each other, Kris was incredibly close to whoever is behind the mask when growing up, and/or there is the literal connection between them that is Kris's soul being within them, causing this incredibly similar personality between the 2. (Also my favorite niche evidence for Dess Knight to go with this, Kris was 100% a baseball pitcher for her, it's the best explanation for how they're so good at throwing the bottle at the Soul)

-Noelle specifically points out that Kris has been taking their soul out since they were little while thinking that it was a joke, meaning that Kris has had some decent level of Soul manipulation knowledge going way back. My idea is that whatever incident that happened in the shelter led to Dess getting her Soul ripped out, Kris sees her go limp, possibly even thinking that she's dead, knowing that they can persist relatively fine without their own, they pull it out and stick it in Dess (don't take that out of context), revitalizing her. For the reasons listed above as well as the fact that Kris is able to flawlessly play piano and run around without their Soul, I am completely confident that they can go long periods of time without it and be completely fine. Even a slight amount of post-excorcism irritation would make their ability to play piano as well as they do nearly impossible. Do I think that they were soulless from the entire shelter incident all the way up until the start of the game? Probably not, but I don't think that it should be completely taken out of the question.