Obviously I didn't see the game, but using knights as heavy support rather than their own tanks... kinda works due to the change since now knights can just bust through terrain and if they pass a 2+ on a d6 I believe it is, they aren't battleshocked. Tanks can't normally just go through any terrain they want(only really short walls) so played right... they could have used knights to bust through the wall and immediately get off a bunch of shooting after staying in cover. But that's usually only done so far with 1 big knight like canis rex, because 2 of the mid size knights(or 2 large, and no I can't remember their chassis name, ends up being too much of a points investment). It honestly sounds like whatever he was doing with using every named character is what screwed him.
Triumph of st katherine, aestred, morven vahl, junith, and celestine? And greyfax? That's 750 points of characters alone. So he's already got 1/3 of his army not really supporting the knights, which could be anywhere from 300-700 points depending on which ones he took, leaving less than half his army(I'm assuming this is a 2000 point game) to really be playing objectives and maintaining board presence and control(and like you said, you were the one with the board control) while giving up bring it down and assassinate fairly easily.