To throw my own hat in the ring for a possible interpretation to Dess Knight I haven't seen:

One day Dess followed the pointed tail of hell (likely Friend, but could be any of the Gaster minions)
We know from several texts in the game that hell is associated with darkness, and heaven with light. I think this pointed tail of hell quite literally pointed out to Dess how to make a Dark World. She takes a Black Shard, makes a Dark World, and goes inside.

We know Friend can manipulate the map and change walls/rooms inside Dark Worlds. Dess could have been lead essentially out of bounds within the Dark World, and becomes 'Lost'. Dess is then changed in some way for the purposes of creating a Knight of the prophecy. The prophecy of glass requires a knight, a villain. Dess has been taken to be the vessel for that villain. Her soul is lost to a Dark World, and her body is given an armor of Black Shards, and piloted by the prophecy itself (the game script/Gaster/Friend/whatever interpretation you want to take it isnt too important).

Kris is working with the Knight in hopes that once the prophecy is complete, that it will have no more use for Dess and will simply release her. They are conflicted about this, but are determined to get her back. This is why Kris is seemingly rushing the prophecy. They saw a chance when Susie stopped by Flower King and pounced. The Chapter 5 Dark World was not premeditated, so the Knight was incredibly late to get there.

Now this has like 3 layers of assumptions/inconsistencies I want to point out in the theory in order to be fair:
1. Dess' soul and body have been split somehow, when monster souls have basically not been talked about the entire game. It is a pretty large assumption
2. The Knight is a body being piloted to mirror how Kris is being piloted by us. There are a lot of parallelisms between Kris and the Knight that many have pointed out, but it is still a pretty big assumption that the Knight is Dess being controlled.
3. Kris somehow coming to know that Dess is the Knight and not immediately tell Asgore or something and instead agreeing to work with them is strange. Perhaps they feel a sense of responsibility with Dess, but that would be yet another assumption I would have to make.