Sometimes it's best to start with what else can be proven.
Your Henry Knights may be recorded on England and Wales Census, 1891...
"England and Wales Census, 1891," database with images, FamilySearch (https://familysearch.org/ark:/61903/1:1:4FGW-CT2 : 3 May 2019), Henry Knight in household of Henry Knight, Bungay, Suffolk, England, United Kingdom; from "1891 England, Scotland and Wales census," database and images, findmypast (http://www.findmypast.com : n.d.); citing PRO RG 12, Suffolk county, subdistrict, The National Archives of the UK, Kew, Surrey.
If this is him, then perhaps it will give you a starting place for researching him? I find that tracing Censuses can provide heaps of data including where they were last recorded.
Last point; I've found it a nice surprise when I've located a British cemetery or burial record. They are out there but not always.