I'm feeling that a Magaera, a design used for Shock Assaults, a Warden, a close range design that has a lot of capabilities against smaller foes, or a Errant, a design made for taking on armoured foes, will be more useful in the long run for this campaign, rather than the classic Paladin.
I myself am leaning more towards the Errant, since with the Icarus Battlecannons, a Reaper Chainsword, and it's Thermal Cannon, it forms a bastion of strength and firepower that promises a gruesome death, while it's Heavy Stubber will reap those that dare come close to us. It's Thermal Cannon, being a gigantic Meltagun, will be able to tear through most armoured foes, even titanic lifeforms or constructs, should be enter in range of them and deploy this devastating weapon. The Errant is also the Knight form that usually spears the tip of Knight assaults, and we are leading two other Knights into battle.