The closest I could see the relationship going is as oath-bound allies. Similar to the relationship that the Marines Errant have with the rogue trader house of Ecale. The rogue trader gets to show their affiliation to the chapter, and thus their protection, in exchange, the chapter gets the rogue trader's fleet support whenever they need it.
However, I could not see a space marine actually piloting a knight. The knight house would still be an independent organization technically.
However, I could not see a space marine actually piloting a knight. The knight house would still be an independent organization technically.