The Banished Knights are Godwyns knights. Hence the dragon connections. And the Realm of Shadow is where Godwyn went when he died. Since he was the first, he is the most established. Compare Hornsent and the Wormface enemies. The Wormfaces are Hornsent that crossed over into the Lands Between! As usual the connections are tenuous at best but they are what they are. Wait till you figure out Godrick is a descendent of Godwyn and Fortissax/Fia