I'm not sure I understand how I'm supposed to survive hell knights. Fully loaded chaingun and double shotgun, all of the health packs used, all of the health pickups used, all of the health traits used and yet no success.
First, conserve medikits. They are life-savers.
Second, one spare armor is insufficient. I, if it is possible, have about 3 of them.
Third, perks. If you took one level of TaN, on next level you must to take second. Second level gives better comparative bonus. Or, don't get TaN - there are exist better perks.
Forth, if you plan to use double shotgun, you must to take Shottyman - it's indispensable!
Fifth, Knights have very high to-hit chance. If you shoot with chaingun, it's better to use agressive tactics. By my experience, it's the best choice.
Sixth, visit chained couirt. (red stair on level 4-6). It's easy, and free experience can help.
Seventh, knife as weapon is useless, if you don't play AoB. Only it's useful function - to lure enemies, but ammo is better.
Ok, maybe going Hard on the first day of play isn't ultra smart, but this was the best run of the day (other than a boring easy lvl 10, died to --guess what-- a Hell Knight.)
Try Angel of Markmanship challenge. On medium or hard it's easier than regular game.