Wow... so people seem to be saying that each level of the CoSA and CoSITA have a level that each variety of knight will spawn on. If this is truely the case that's awesome. I should be able to farm the crap out of these and hopefully come up with the Phoenix and Fenrir knight I so desperately need.
Here's the list in case you're wondering.
Castle of Satan (魔王の城

dungeons:
Castle Gate (城門

- Mystic Light Knight
The Witches' Ball (魔女達の舞踏会

- Mystic Stone Knight
Cage of the Beast (魔獣の檻

- Mystic Ice Knight
The King's Protectors (王を守る者

- Mystic Flame Knight
King of Darkness (暗闇の王

- Mystic Dark Knight
Castle of Satan in the Abyss (深淵の魔王城

dungeons:
Cursed Jewels (呪われし宝石達

- Mystic Ice Knight
Bloody Scales over Soft Skin (柔肌と血染めの鱗

- Mystic Flame Knight
Guardian of the Doorway (扉の守護獣

- Mystic Dark Knight
Dragon Puppets (傀儡の龍

- Mystic Light Knight
Return of the Dark King (甦りし暗黒の王

- Mystic Stone Knight
This was taken from another forum and is translated from a asian wiki so take with a grain of salt. Are the knights 100% drop if they appear?