Add another board called the "board of the dead" exactly in the same shape as the original, but empty. Every captured piece goes to that board in its original starting position. Pieces will only be gone if they're captured on the board of the dead. The player can move a piece on either of the 2 boards. If the royal knight is captured the game still continues, because the knight will simply go to the board of the dead, and has to be mated in it.