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The Angel's Heaven is the Undertale World
And since our choices don't matter, and Toby did say Undertale won't be affected by Deltarune, we'll be forced to let the heroes fail and the Deltarune world get destroyed.

The Angel's Heaven is the Light World
Possibly foreshadowed by the Angel being seen as a benevolent entity in the Light World. And the "world saved from destruction" in the prophecy is only referring to the Dark World. So the heroes must choose between destroying the Light World in order to save the Dark World, and preserving the Light World and allowing the Dark World to be destroyed.

The Angel's Heaven is the surface
Maybe the Heroes will have to evacuate the Hometown residents into the underground before banishing the Angel's Heaven/surface, as a reversed version of Undertale's plot. This would also explain the parallels between Kris and the "poncho human": the latter led the group of humans that sealed the monsters underground in Undertale, and the former will lead the evacuation of the monsters into the underground in Deltarune.

The Angel's Heaven is the real world.
Jevil, Seam, and Spamton all changed as a result of learning about the fictional nature of their worlds. Jevil decided that if life is a game, they might as well play, Seam fell into nihilism because they know that nothing's real and the player could delete the save file/timeline at any moment, and Spamton… decided to go to Heaven? By stealing the SOUL, a.k.a. the Player's connection to the world of Deltarune? This only makes sense if there's a connection between Heaven and meta, fourth wall stuff. "The Angel" is how people without complete understanding of the world's nature understand players. Fulfilling the prophecy will banish the Angel's Heaven despite that concept not coming up anywhere else because it will end the game, thus banishing the Angel/the Player from playing the game on that timeline any more.

The Knight is a Gaster follower, and Chara and The Queen have some connection to each other.
Following the WMG where the vessel created at the beginning is the Knight, they are internally referred to as a “Goner”, which is a term used for characters that have some correlation to Gaster. Given how Gaster seems to be creating timelines and observing each timeline, perhaps that’s the Knight’s purpose: to observe and report back to Gaster.

The vessel the player creates is the Knight.
It is a soulless vessel, and as we see with Flowey being soulless will turn you into a complete monster, and unlike Flowey who had Asriel’s memories making him at least try to be good the first few times he reset, the vessel was created from scratch. Its only memory is likely being discarded by its creator, which explains why it allied with the Spade King — both are spiteful at being abandoned by their creator/the Lightners.

Asriel will return as the Knight.
Given how most of the characters seem to keep their personalities and some aspects of them similar, what if Asriel in this universe started out as a kind person only to turn evil just like he did in Undertale? Kris and Susie accidentally enter the Darkner kingdom in their school; what’s to say that Asriel didn’t go through something during his time at college? What if he entered the Darkners’ territory somehow and was brainwashed into servitude, possibly by the Queen, a villainous character mentioned by Jevil? It helps that his final form in Undertale resembled the angel of death in the prophecy; Ralsei says that the three heroes need to stop the “angel’s heaven.” Perhaps Asriel is the angel in the prophecy? It’s also worth noting that the Undertale games take a lot of inspiration from Mother/EarthBound. Since Asriel in this game is Kris’ brother, maybe he’s an expy of Claus from Mother 3, and the Knight is Deltarune's version of the Masked Man?
  • A little bit jossed, seeing as Queen seems to be working under the Knight, and isn't surprised when she sees Ralsei (who resembles Asriel). Besides that, this theory is possible.
Candidates for the Knight and the Queen:
Just a combination of theories above, including my own, about who these two unseen characters could be, assuming that they’re not completely new characters:

Candidates for the Knight:

  • Chara: Jevil could be referring to Chara because he says “in the shadow of the Knight’s hand,” which could be referring to Chara’s malevolence that was shown in Undertale's Genocide Route. “The hand of the Knight is drifting further” could be referring to Chara assuming control of Kris’ body, assuming that they were able manifest separately from Kris in the Dark World beforehand.
  • The vessel that was discarded by Gaster at the beginning: Assuming that they’ll appear later on, it's possible that due to lacking a SOUL, they lacked a conscience and became the Knight, possibly to get revenge on the player for not using them as a vessel for their SOUL. Given how the vessel's selectable body parts are labeled as “Goner” in the files, they could simply be following Gaster’s orders for whatever plans he has for the Deltarune world.
  • Asriel Dreemurr: This doesn't have a lot of evidence to back it up, but I thought it was a possibility. After all, we never see Asriel, and all we know is that he went off to college. But, Kris and Susie manage to find their way to the Darkner kingdom through a complete accident; whether they found a portal or were deliberately summoned there by someone is a mystery. But what if Asriel managed to enter the Darkners’ world and was brainwashed into servitude? We don't know the full extent of magic in Deltarune; Susie can use magic to deal more damage, and Ralsei can use it to heal allies or put enemies to sleep. What if Asriel was put under a spell that forced him into the role of the Knight, perhaps by Queen? It would be fitting, given how he was the main antagonist of Undertale as Flowey.
    • I can see why Queen would want to hypnotize Asriel into becoming a second Roaring Knight, but I'm not sure how she would get into any part of Asriel's college campus to do so.
      • Maybe she used the Internet to interface with her fellow Computers (Smart) over there.
  • W.D. Gaster: Jevil seems to enjoy talking about the Knight's hand an awful lot. Now, who else has a hand motif...?
  • Papyrus: Still his old self, with a highly inflated ego and desire for greatness, as well as the imagination to back it up with... yet with no Royal Guard around, nor any friends for that matter, he's had no outlet for these things in the world of Deltarune. Therefore, he has focused inward. He has found his own path to the Dark World — Sans's room, after all, was a suspicious place to begin with. And once in the Dark World, he can finally be someone, be recognized for his greatness…
  • Lancer: Either knowingly or unknowingly, Lancer is The Knight, which itself has connections to the Jack card (with the Jack card occasionally being associated with Lancelot, the Knight of the Round Table), which Lancer represents. The arrival of the Knight could refer to Lancer's birth, which happened to drive Jevil mad, and upon seeing this, led the Queen (whoever that is) to flee the land. Lancer could be some sort of reincarnation of Gaster, or one of the fragments of Gaster's essence that was scattered across time and space taking physical form, and the residual Gaster-ness (think the randomized FUN value that allows you to encounter Gaster in the first place) or fallout from The CORE caused Jevil to go insane and opened the second dark fountain. Lancer is either totally aware of this, and is putting up a facade, eventually leading to a Face–Heel Turn and a boss fight, or he was completely oblivious to this, with the Knight's effects being like a radiation of some kind, and the Queen possibly having left to find a way to fix the whole thing. Alternatively, there's a third option, where Lancer himself as we know him doesn't know he's the Knight, but The Knight is a sort of split personality that takes over Lancer and does these things, with parallels being drawn to how Kris is one person at one moment and then rips out their SOUL later to become a whole different entity. A few other extra details are that Lancer never once mentions The Knight, and that a lance is a weapon knights are known for using.
  • Undyne or her Darkner counterpart: Well, she is a knight in Undertale.
  • Kris: It looks for all the world like their actions at the very end of Chapter 2 were the creation of a fountain. Maybe they were responsible for all the fountains. The places where known fountains appeared (a school closet, the librarby's computer lab) are places Kris has access to. The Knight appears to be represented as a hand with a knife by Queen in Chapter 2, and we know Kris likes knives. Jevil's mention of the "shadow of the Knight's hand" makes sense as the way that playing-card creatures would experience Kris acting in the Light World. Finally, Kris also uses a sword and shield in combat — very knightly.
    • When Queen talks about the Knight creating the Librarby's Dark Fountain, she said it happened "today", IE the day Kris and Susie found it. Unless time works differently in the Dark World and "today" includes last night after the end of Chapter 1, it couldn't be them, because there's no time in the day when Kris could have snuck off without the player or one of their classmates noticing.
    • A subtle hint: During the "Great Board" segment in Chapter 1, an NPC (who mostly talks about Ponmen, obviously pawn counterparts) calls Kris "horsie". What is the proper term for the horse in chess, hmm?
  • Ralsei:
    • So far, Ralsei is our only real source for information on the fountains and their function… meaning he theoretically could be either outright lying or manipulating the truth on any or all details. He's also more or less the only being who actually seems to care about sealing said fountains.
    • He knows a surprising amount about the layout of the school in the light world — as if he's been there himself.
      • He also seems oddly immune to the stone-turning effect that other Darkners deal with in chapter 2.
    • There are some hints through Chapter 2 that his personality isn't particularly genuine, such as his musings on the fact that Susie has friends despite being mean — implying that his kindness might be an act to make good friends.
    • He has at least two disguises that completely obscure his appearance, as seen in his introduction, meaning characters like Jevil and the Queen who would realistically recognize the Knight might realistically not recognize him.
    • Even if he is the Knight, none of this necessarily means that he's evil so much as antagonistic… for all we know, he's being manipulated by yet another figure, or he's a Well-Intentioned Extremist, etc. The Knight's motivations are, after all, yet unknown.
  • Asgore:
    • His Undertale appearance is that of an armored knight, and he served as that story's initial antagonist.
    • Examining the computer room's closet in Chapter 2 shows even a very large person could hide inside — a detail that otherwise seems unnecessary. Asgore is one of the largest denizens of the city, and could hide in it to open a fountain.
    • Asgore, to Sans' distress, again mentions talking to flowers, and by the end of Chapter 2 his shop's been overrun by vines. Like the Queen who never intended an apocalyptic plan, he as a Knight could be an Unwitting Instigator of Doom manipulated by Flowey.
  • Mr. Elegance: hes chess knight
    • Alternatively

Candidates for the Queen:

  • Lancer's mother: I don’t think I really need to explain this, but so far, we’ve only seen Lancer's father, the King. Jevil says “hell’s roar bubbles from the depths.” Perhaps that’s why we haven’t seen her? Because she was sealed away?
    • Confirmed. Queen is the ruler of the Cyber World, and declares herself to be Lancer's mother in the epilogue of Chapter 2.
  • A Darkner counterpart of Toriel: We’ve already seen that Ralsei looks exactly like Asriel did in Undertale. What’s to say that there isn’t a Darkner counterpart for any of the main characters from Undertale? Toriel was the queen of the monsters in Undertale, so a Darkner version of her could reprise that role in Deltarune.
  • Chara: Yes, I know that Chara is genderless, but I still believe that this is a possibility. Notice that in Jevil's full quote, he says “The ‘Queen’ returns, and hell’s roar bubbles from the depths.” Notice how “Queen” is put in quotation marks when he says it, whereas the Knight lacks those quotation marks. In chess, the queen is the most powerful piece and can eliminate any other piece on the board. Considering Jevil's insanity and how he seems to view the world as a game, what if he wasn’t actually referring to an actual queen, but rather the most powerful being in the world? Which would definitely suit Chara if they’re present in Deltarune. They state themself to be the embodiment of RPG stats. In their own words: “Every time a number increases, that feeling... that’s me.” This includes EXP and LV, which are stats based on killing intent. They are shown to be capable of erasing the world at the end of the Genocide Route and, depending on interpretation, are able to temporarily assume control of Frisk at certain points without our interference. If Chara is the entity that possesses Kris at the end of Chapter 1, then it’s not as far-fetched as it may seem. My main reason for believing this is because Jevil says “hell’s roar bubbles from the depths,” while Chara describes themself as “the demon that comes when people call its name.”
  • A fusion of the four Card Queens: It is pretty suspicious that we've seen both the Jacks and the Kings from the original playing card art that inspired Toby's games in Deltarune, but not any of the Queens. It's also worth noting that each of the Queens looks like at least two characters fused together. Maybe in Deltarune, the Queen will appear as all four Queens fused with each other like some sort of amalgamate, with the Knight and/or Gaster possibly being responsible for their fusion.
  • Noelle: Because she has her own avatar first, along with Berdly, which makes her a character the game wants you to know the fact of. That, and it could make her a very memorably Affably Evil Woobie, Destroyer of Worlds if it turns out the Dark World is born of Lightner imaginations. She's been so bullied and withdrawn that she's grown increasingly addicted to the sensation of being someone beloved and important, to the point where she's disrupting the fabric of the universe because she's developing a god complex over her personal world. Then her father dies. This will lead to a scene where she finally snaps at Berdly and summons Darkners to attack him before declaring she's going to take up the crown forever and vanishes into her portal, destabilizing the world as she opens more and more Dark Fountains in an attempt to revive some facsimile of her dad and create a perfect life. Plus, her last name of Holiday can easily be read as "Holy Day" — as in, something associated with the Angel; it turns out Noelle and the Angel are one and the same, with the Angel's Heaven being Noelle's self-inflicted Lotus-Eater Machine. With some serious tension with Susie, who ends up being the voice of pacifism for her because she desperately wants Noelle to snap out of her rage before she kills people.
    • A recent post that Toby made on Twitter depicts Noelle in a white robe, which makes her resemble an angel, which may add merit to this theory.
  • Suzy: Not Susie but Suzy, the kid mentioned by Clam Girl in Undertale. She may even turn out to be Susie's Arch-Enemy/Evil Counterpart.
  • Hometown's Mayor (especially if they're Noelle's mom): In a way, a mayor is like the town's equivalent of a "queen".

The Knight and Queen are humans
It's quite possible the two started out as regular humans who became jealous of the magical abilities both Lightner and Darkner monsters possess and sought artificial means to gain the ability to use magic. And after doing so, they became so enamored by their new power that they decided to use it to play God. Hence them creating and unleashing fountains of darkness with the intention of destroying the world so they can remake it in their desired image.
  • Jevil says “The ‘Queen’ returns, and hell’s roar bubbles from the depths.” Perhaps them trying to pull something like this is what had the Queen sealed away in the Darkner kingdom, or whatever “hell” is referring to (that’s the implication that I got), and the Knight’s intention is to free the Queen?
    • Jossed in Queen's case. She Is A Computer (Smart)

Either the Angel is evil, or there's a mistake/omission in the Prophecy.
It should be noted that "The Angel's Heaven" is the thing the Delta Warriors are supposed to banish, according to the prophecy. "The Angel" is actively worshipped by the citizens of Hometown. Obviously, if the Angel is a truly benevolent being, then banishing its 'Heaven' would be a bad thing. So either we're dealing with a God Is Evil situation or Ralsei's prophecy is wrong in some fashion.
Alternatively, the Angel itself may not be evil, but its "Heaven" might actively harm the Light and Dark Worlds, or that entities from the Heaven are harmful. This could also be less a case of the Angel being evil, and more of it being misguided, mistaken, or misunderstood, and the endgame to Deltarune in its full form could turn out emphasizing that your choices do indeed matter.

The Angel is the red SOUL, or whoever it belongs to (AKA whoever the player is actually playing as)
Undertale's icon is the red SOUL itself. Deltarune's icon is the Delta Rune (in which the winged circle symbolizes the Angel) within a heart. What if this is actually a visual hint that the red SOUL and the Angel are one and the same?

Alternatively...

The Angel is Kris, or at least a SOULless version of them
The heart around the Delta Rune from Deltarune's icon is black, which could represent an absence of the SOUL. Not to mention the way Kris stands on the rug with the Delta Rune at the end of Chapter 1 makes it look like they have angel wings.

The Knight is the Kris without the player's control.
They are The Dragon for the Big Bad and naturally a lot more powerful when in control, since they have a higher LV. However, they are a Noble Demon type, hence why they don't actually kill any Darkners when you defeat them and didn't actively resist you acting on a Pacifist Run; the mooks are their friends and minions, after all. They made Ralsei as a substitute for Asriel, and Ralsei knows and supports this; he didn't say anything because he knew Kris was possessed and decided to avoid giving the game away.
  • Chapter 2 spoilers: The basic idea is supported by the ending of chapter 2, where Kris (sans Soul) appears to create a Dark Fountain in their own living room.

Ralsei is the Angel, and he plans to destroy the Dark World.
Exactly What It Says on the Tin. When you encounter Ralsei, he's standing alone in an empty town that would be full of useful things for adventurers, if any of them were accessible — they're not, because he put them all to sleep so that he wouldn't be overheard. If Kris and Susie's adventure in the Dark World is just a game of make-believe that they're using to work through their issues, Ralsei is an expression of how Kris feels betrayed: Kris knows that Asriel didn't leave to hurt them, but they're still hurt and grieving all the same. Ralsei doesn't want to hurt anyone, but when the time comes, he'll appear and attempt to destroy the Dark World, not because he wants to, but because he has to. The themes of nihilism and inevitability fall in nicely with coming-of-age themes because of the unstoppable march of time: Asriel went away to college and took all of Kris' world with him, but eventually, Kris will have to move on, too, and the Dark World will end.
  • If he wanted to destroy the Dark World, why didn't he just seal his fountain before the Knight opened his?

There's going to be a Prophecy Twist regarding the Angel.
Because God Is Evil is a well-worn JRPG trope, it's going to get played with. The heroes will, indeed, banish the Angel's heaven… only for it to turn out that doing so creates bigger problems than it solves.

The Knight and Queen will turn out to be...
Asgore and Toriel pulling a huge ass prank on Kris.

The Knight, Queen, and Angel are Ralsei's family and Darkner versions of the Dremurrs.
The Knight and the Queen are Darkner versions of Asgore and Toriel that, like Ralsei, they have pink horns and possibly clothing that makes their fur appear to be black. They used to be the monarchs of the empty Dark Kingdom Ralsei lives in. The Angel is a Darkner version of either Kris or Chara. In an event possibly mirroring Asriel's and Chara's suicide pact, they caused all inhabitants of the Dark Kingdom to die, which is why it is devoid of life. After the Knight gathered the support of the Spade King, the Darkner Dremurrs except Ralsei then left the castle to open a second dark fountain to destroy the Light World. It is notable that the Card Castle's fountain mirrors the barrier of Undertale in multiple ways, with the most notable being that the power of human SOULs is necessary to destroy both of them, creating a parallel between the plans of Asgore and the Knight.

The King was Brainwashed and Crazy by the Knight.
A once benevolent being, the King of the Dark World was attacked by and then heavily influenced by the Knight, resulting in him locking away the three kings and seizing the Dark World as a whole. In the end, the sociopathic, abusive, and dirty-fighting scum isn't actually the King himself — it was the Knight making him do these things, and is the monstrous one who destroyed the Dark World as a whole. In addition…

The Knight's Establishing Character Moment will be them imprisoning and promptly killing the King and Lancer.
Once they hear about the King being overthrown or put to rest, the Knight will drop the possession spell on King Spades and take action themself — starting off by doing away with both king and prince, in a most sadistic fashion. This will be to not only inform the player about the real evil still being around, but because they killed Lancer along with his dad, they will also probably ignite quite a bit of rage in many more players over the former's death.

The Knight is the Man Behind The Tree.
The man gives you an egg. "EGG", in wingdings, becomes pointing fingers — Left, Up, Up. Now, how do Knights move in Chess? The same way: Two steps in one direction, and then one to the side.

"The Warrior" is The Knight.
Burgerpants' co-worker at ICE-E's, currently in the hospital from "pizza-related" injuries, could in fact be The Knight, with a number of clues.
  • In the alleyway Alphys keeps a bowl of milk in, you can see graffiti for the mysterious "everyman" character and what might be the ICE-E mascot next to it. Typically, the "everyman" accompanies stranger aspects of both Undertale and Deltarune, such as part of the bullet patterns in an Amalgamate and Jevil's attacks.
  • The defeat of the card kings seemed to have only been a recent phenomenon, with the Spade King's throne room still sporting damage from the battle. By the time we see The Warrior, he's resting in the hospital with his "blood boiling for battle". As sneak peeks of Chapter 2 have shown the next Dark World setting to be hospital-themed, it's possible that The Warrior is at least partially responsible for leaving Dark Fountains in his path.
  • With the war chants and referring to medical staff as "white wizards", The Warrior shows himself to fit the medieval theme of the Card Kingdom quite well.

The Angel's Heaven will be a dark world created by Noelle.
Berdly called the dark world he wanted to make for Noelle a paradise. Considering the switches and traffic lights she freezes turn white and inanimate, maybe it will all be white, similar to Off's purified zones.
  • She'll probably create it out of grief over Rudy's death, and it'll contain a darkener counterpart to him, as a sort of attempt to bring him back. "Banishing" her heaven will involve convincing her to accept her father's passing.

The Angel is Noelle. The Queen is a foil for her mother.
Going with Noelle's Christmas holiday theming, she's the "angel" at the top of the tree. The Queen repeatedly says she's "special", is more interested in getting her to aid her plan than any of the other Lightners, and tries to push Noelle down a path that she thinks will make her happy. In the regular ending, Noelle is the one who finally stops the Queen by losing her temper and yelling at her that she doesn't know what Noelle really wants, and the Queen relents and says Noelle has the power to make any world she wants.
  • The Queen being a stand-in for Noelle's mother is further enforced by talking to Rudy in the hospital, where he admits that Noelle's mother is hard on her and it's only gotten worse since he's gotten sick and can't be at home.

Alternatively, the Angel will possess Noelle, especially if she's driven to despair by SnowGrave.
Following the previous theory above, at some point, the Angel may simply try to possess her at some point, and, if you went through with SnowGrave, will use her despair to (try and) bring about The End of the World as We Know It.

The Knight is Ralsei and SOULless Kris working together.
Ralsei can be somewhat suspicious at numerous points through both chapters, and is the person who controls the flow of information regarding the prophecy. Kris, without the SOUL, is able to create Dark Fountains. During the prison scene, when you are spectating Susie, Ralsei and Kris are talking about something that you only hear the tail end of, and while Ralsei encourages Kris to use the Asshole Savepoint that blocks you from returning to look at the Cyberworld, the way he says it makes it clear that he's talking more to the SOUL than to Kris. It's entirely possible that the two of them are collaberating on something. Based on how Castle Town changes with the addition of the Chapter 1 Darkners, it's likely that Ralsei wants to have Kris create the fountains, gain control over the dark world created, and bring the Darkners to his kingdom to expand his own power.
  • Based on what Ralsei said about the Roaring, about how all the Darkners would be petrified and the Lightner world would be covered in darkness, it's possible that it is his goal — he's been shown to be immune to effects other Darkners have to deal with, and he's able to move around in the Lightner world. With a potential immunity to the Roaring, his ultimate plan could be to expand his power, have Kris cause it, and use his immunity to take over the Lightner world.

Father Alvin, of all people, is The Knight
  • The most damning piece of evidence is a piece of dialog you can overhear after you leave the graveyard: "Would you be proud of me father… and is it right for this hammer to…". This could very easily be Alvin referring to the regrets anybody would have not only creating dark fountains that could bring about the end of the world, but also a memento from your dearly departed father.
  • In the abandoned classroom, there is only one object that does not reflect a Darkner and that Kris does not bring over to Ralsei's dark world: A drawing that Alvin did of this father. In addition, it's hung up on the closet that reflects the card castle, and who did the Knight affect the most? That castle's king.
  • The Knight is very closely associated with Holiness, with mentions of The Angel's Heaven, the theme of the fountains being THE HOLY and Spamton mentioning "Communion" before being cut off by something. And who is the closest character connected to holiness and the angel? The local pastor, Father Alvin.
  • Alvin has a very close connection to Gerson, who is a very suspicious character in his own right. Not only is he the only person in Undertale to say the phrase "Delta Rune", but he also seems to be a parallel to Gaster, being a brilliant scholar who tragically lost their life and was replaced by Alphys.
  • There's a closet in the computer lab that many people assume that The Knight was hiding in while they created the Cyber World as to not be seen by Noelle and Berdly. It's described as being able to fit a "large person" inside, and Alvin is not only large, but he fits its dimensions to the pixel.
  • Alvin's nature as a turtle monster - an aquatic creature - lines up with the oceanic imagery of the dark worlds.
  • And the cherry on top? Significant Anagrams are all throughout Deltarune: Deltarune is one for Undertale, Ralsei is one for Asriel, Kris is one for Risk. An anagram for Alvin is Anvil, which further enforces his connection with Gerson due to the latter's experience as a blacksmith. An alternative anagram for Alvin would be VILAN.

SOULless Kris is the Knight — but they aren't an antagonist.
Or rather, it'll turn out that Queen being an okay person was foreshadowing for who Kris is; both times we have entered a Dark World and closed the Fountain, we've ended up helping some Lightners (Susie, Noelle, and Berdly) out of a dark place. Kris discovered this long ago, and has come to quietly believe that artificial Dark Fountains are places where people close to them can heal — by opening one in Toriel's house, they're quietly planning on saving her and Asgore's relationship by throwing them in. They have no intention to destroy the world, which is why they wait until a Fountain is closed before opening a new one. Eventually, though, this will backfire when Kris opens too many and they start tearing open on their own, forcing them to come clean to ask their friends to help clean up their mess, admitting that they do have a genuine Lack of Empathy, but were trying to act in a way they thought would have helped everyone, just misjudging what would have been a good idea.

The Annoying dog is the Knight.
In the epilogue for the first chapter, you see him working on something inside the computer lab. Come second chapter, that's where the Knight has put the next Dark Fountain. Plus, the Knight is apparently powerful enough to beat the King into submission, and if the Easter Egg in Chapter 2 is anything to go by, the Annoying Dog certainly fits the bill.

The Knight's (or whomever is pulling the strings) plan is the reason that our choices don't matter.
When you close a Dark Fountain, the residents of that Dark World are forced to go to Ralsei's kingdom or be turned to stone. The whole reason you are closing portals is because the balance between light and dark is shifting due to multiple dark fountains being present, but what if saving the Darkners also shifts that balance? As you save more and more Darkners, the power of Ralsei's fountain likely grows and eventually it alone can threaten the balance. If that's the case, then it's reasonable to say our choices don't matter. Because no matter what we do, the Knight wins. Either we close the various dark fountains as they show, turning Ralsei's fountain into a problem, we ignore the multiple fountains and risk the balance being broken that way, or we go full SnowGrave and wreck the world ourselves.

If Kris is the Knight, their Knight personality will be a (mostly) Laughably Evil Well-Intentioned Extremist or a somewhat evil Cloud Cuckoo Lander
There are several pieces of evidence for this. For one, the entire reason Kris presumably became the Knight at the end of Chapter 1 was to eat an entire pie (though they probably remembered to create the Cyber World at some point). He also remembers to wash his hands after using it as an excuse to slash Toriel's tires, implying that creating the Dark Worlds is a lesser priority. For all we know, they could be as big as a goofball as the Soul presumably narrating the player's adventures.

The Knight's theme is/a remix of Nightmare Knight.
Considering the name, the fact that there's tiny snippets of it during Lancer's chase theme, and with Toby already reusing Noisemaster's old theme for Metal Crusher, it's safe to assume that this theme could theoretically be reused as well.

Assuming Kris isn't the Knight, then the Knight has created a Dark World the same night Kris had.
There is no reason for him to suddenly stop making Dark Worlds if he's been making them for at least two nights straight (it's been repeatedly said the Knight appeared recently, so the Card Kingdom couldn't exist for long)? Unless the Knight really is Kris or he somehow knew that Kris created a Dark World for him, there are three Dark Worlds existing at the same time, which means that A) Chapter 4 will probably happen just mere minutes after Chapter 3 B) We're one world closer to the Roaring. Nice, Kris.

The Knight is The Knight.

The Knight is Dess
Her death/disappearance somehow led her into contact with the Titans, and in an act of desperation, she agreed to be their Knight. The Queen's obsession with Noelle, and the Snowgrave Route that requires the crazed Spamton to accomplish it, points to this. Kris may or may not be working with her to open the Dark Worlds to bring back the Titans.

The Knight is not Kris, but is using them as a vessel to create the Fountains.
It would fit in perfectly with the game's recurring themes of control, and it would also explain why the Knight immediately left after opening the Fountains in the classroom and the computer lab - they didn't want Kris to be sucked into the dark world, because then they would have to seal the Fountain in order to escape. While Kris doesn't leave the room before the darkness consumes it at the end of Chapter 2, all that means is that we may very well meet the Knight in person in Chapter 3. This, too, makes sense: the Knight, having realized that the heroes are a serious threat to their plans, takes control of Kris to force Susie to stay overnight and then open a third Fountain, pulling them both into the dark world where the Knight can face them directly.

"The Knight" is a title.
Specifically, whoever creates a Dark World is that world's Knight. This would mean that Kris will be referred to by Chapter 3's Dark World inhabitants as the Knight, but would not be referred to as such in any other Dark World. This could act as a Red Herring to hide the creator of the first two Dark Worlds in the game, although it wouldn't last long if the next chapter's Dark World wasn't made by Kris.

The Knight will be fought in Chapter 5.
Chapters 3-5 will be released together, which suggests that something climatic will happen at the end of the fifth chapter. It's possible that you'll encounter and fight the Knight - the being that has been built up as the main antagonist, at the end of the fifth chapter. Of course, since it isn't the end of the game, this suggests that the Knight will be a Disc-One Final Boss, or a Wham Episode will occur at the end of the chapter. Perhaps too many fountains are opened, and the Roaring which everyone feared happens, setting the stage for the last two chapters.

The Knight is the second voice that "discarded" your Vessel in the intro.
How? They didn't actually discard the vessel, they stole it and are using it to open Dark Fountains. This could be the Demon, who similarly speaks to you through Chara at the end of Undertale's Genocide route, seeking power and destruction again, but it could just as easily be some new unseen entity whose motives are unknown.

The Knight will be an "anti-Kris", in a character sense.
To be more precise, it'll be a true puppet with no sentience of its own, as opposed to Kris, a living person being controlled against their will. Arguably the best candidate for such a character is currently the discarded Vessel, building off of the above.

The Knight will seal Chapter 3's fountain.
I have no evidence for this it would just be a cool inversion for them to be the one to seal the fountain created by the person that is sealing theirs.

The Knight isn't an individual, and is actually a Collective Identity.

The Angel isn't based off any existing character in Undertale.
With that in mind, the Angel will likely be an Original Generation character who will only show up during the true final chapter after Grandmaster Gaster's plan begins. The Angel is a Well-Intentioned Extremist who believes that a world tainted with evil doesn't deserve to live and must be cleansed with fire. Lured in by The Roaring and only fightable in Chapter 8, The Angel is a powerful foe who tests the player and everything they've learnt throughout the game, indulging the player with a full on Bullet Hell extravaganza amidst the backdrop of the world ending after killing Grandmaster Gaster in disgust and forcing Kris and their party to prove to them that this world is worth saving.

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