I was there too (was the one to ask the first questions) and I disagree with this- the best answer was the one he gave to the sassy girl who asked why his female characters weren't more diverse. You could feel the scorn he put into his explanation, the split second he glared back at her. It was magical.
That aside, it probably won't involve killing a dude. We've already had the drama from that. Unless it's "destroy this person/place/thing", "save this person/place/thing", and "stay away from this person/place/thing". There really isn't all that much more that the Knight is necessary for, at least not that I can think of. His whole purpose is to kill.
That may be the most
common use of them, but I suspect there are others. Anything requiring mortal free will to get around the Sidhe rules is likely to involve the Knight. Likewise, more prosaically, anything involving ferrous metals might involve calling in Harry or Fix. If it becomes necessary to carry out some errand in the middle of a steel mill, who ya gonna call?
And even if he did get conflicting orders, would the fact that he's Mab's chosen Knight mean he's more bound to her word than Molly's or Mother's?
Maybe, but I think it might more likely involve the jurisdiction. Bob told Harry that the Knights have specific, different duties to each royal, and the Mothers have said that even they are not permitted to interfere with the Queen and the Lady in their respective areas of authority. So conflicting orders might resolve to 'who is in charge of this area?'. So in her area Molly might take precedence over Mab or Mother Winter, likewise Mab in her area, or Mother Winter. It just so happens that Mab's 'area' is a lot bigger than Molly's, and MW's is a lot bigger than Mab's.
So I would guess that probably most conflicts would resolve in favor of the older royal, but not necessarily all.