Spoilers about the knight.
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He's not out ML. He is the 1st Knight of the 12 and the reason our FL is who she is. He himself killed Second Knight before they were punished by god of life (there are ten Dullahans, but there were twelve knights. One traitor, one dead). He loved her in her "Captain" life, where she is practically the saint of the god of death, who wanted to stop the god of life, who used living creatures as marionettes in a play (yep, like a script in a book).
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Like seriously, the choice is between a man whose face she doesn't even want to see without disguise magic, a man who even before she knew he was a traitor kept trying to invalidate her decisions in favor of his church, and a man who has interrupted his own life in order to help her do what she wants to do and who has trusted her decisions and chosen to stay by her side every time he had the opportunity to leave. The fact that he's handsome, sweet, and a good cook is all a bonus.

During my decade of manga/manhwa addiction, I have been doing my best avoiding harems and reverse harems. Never did I imagine I will end uo reading a reverse harem such as this one so diligently, without even realizing it is one until 20 chapters in. Salute to author for such a rich world building that offers way more than just "who will FL end up with".(▰˘◡˘▰)