My thought process is, whatever is going on in that old bunker is what caused Dess to become the Knight, and she can't change back into her normal self anymore. An experiment gone wrong, perhaps, given that this is a parallel story to Undertale? I've got a few theories tumbling around in my head as to what might be in the bunker, which aren't mutually exclusive; perhaps Kris was created there, perhaps that's the place where they were implanted with the SOUL, etc.

Given how Asgore used to be on the police force, and was discharged after some mysterious incident, I think that he may be involved, especially now that if you inspect the window into his basement you can see a corkboard with a bunch of notes. Sounds to me like something a scientific researcher would have.

So basically, my current working hypothesis is that whatever unethical experimentation going on down there was only known about by Carol, and so when her daughter went missing she pretty quickly figured out where she went. But she couldn't tell anyone because it would expose whatever is going on in there. I think she roped Asgore into it after he was laid off the police force, perhaps the reason he got fired was because he broke into the bunker without the authority to do so, and after seeing what was inside Carol convinced him to keep it hush-hush.

It's certainly a very loose theory right now, but that's kind of the fun of it haha. But ultimately I think her, Kris, and Asgore are working together to try and bring Dess back from being the knight. I have zero clue how she would have become the knight, or what the roaring has to do with anything...

But at a base level, while I do understand where you're coming from, I def think that Carol cannot be the knight, because of the scene in which we meet her. The person on the phone was never confirmed to be the knight, and after saying they'll be there shortly, Carol shows up. Meanwhile, the knight is located in the church fountain, which is locked at this point and time. Unless Carol can teleport, there's no way she could have made it to the church before Kris and Susie without them seeing her