While for A Damsel In Distress you are asked to find and rescue Sybil, for A Knight In Distress you have to find Randval.
Since these two quests allow you to bring together your party, it is a good idea to finish both of them as soon as they become available.
When you play The Lions Den quest, and after you find Mathras, you will eventually reach a point when you will be asked to find 6 powerful artifacts required to forge an amulet.
The artifacts are located in Blackfrosts Domain, where you will have to return and collect them.
Immediately after Lyestas informs you about the artifacts you have to find, open your quest log and notice that A Knight In Distress quest was activated.
Bound By Flame Walkthrough A Knight In Distress Quest
Tip: When you decide to start A Knight In Distress, pick Mathras as your companion, to be able to defeat your enemies faster. Ask him to control your opponents.
Assuming that you are located in Makeshift Camp, restock on potions, arrows and traps, then open your map and notice the two doors that allow you to enter Blackfrosts Domain: Great Square. Tip: Both doors take you to the same area.
When you enter Blackfrosts Domain: Great Square, head south towards the East Wing, but this time follow the eastern door to get to Randval faster. In the East Wing, fight your way to get close to Randval and trigger a new cutscene.
Tip: The opponents you have to defeat to save Randval are similar to those you have fought to save Sybil.
Kill the archer first, followed by the Deadwalker with the purple sword, and then kill the Ice Spirit. With Mathras fighting alongside your hero, the enemies wont stand a chance, especially because Randval will taunt the Deadwalkers, allowing the Undead to control one of them.
When the battle starts, if you kill the archer, the Ice Spirit should be focused on Randval, while the Deadwalker warrior should be controlled by Mathras. Kill the Deadwalker while under control, then Mathras will be free to cast his spells on the Ice Spirit.
Switch to Ranger Stance, cast Burning Weapon and attack the Ice Spirit from behind, while the opponent is targeting Randval.
If you complete A Knight In Distress you will receive 3600 experience points and a new hammer, named Precious.