In the first timeline, I believe the knight WAS caught since Nora himself was surprisingly eager to do the case (since I forgot what Shuli did, but clearly she left quite an impression). I'm not sure if you've seen my reply to other people's spoilers but in the first timeline, her death caused a CIVIL WAR (nobility faction vs. church).
I'm honestly just as curious as you if the knight will betray her on the current timeline given that it HAS been mentioned one of the reasons for his motivation is the late marchioness (like, its sooooo unfair for Shuli to be compared when she's just doing her job, her job being left by the late head too. She's suspicious in the knights POV, sure. But the sh*t and number of enemies she has to go through (Church, Johannes's relatives, the CP, her bio family) doesn't warrant this much BS