Skull Knight is an ancient, mysterious enemy of the inhuman powers. He warned Guts before the Eclipse and later intervened to rescue Guts and Casca. He understands more about causality, apostles, and the God Hand than almost anyone the party could encounter.
He should feel like an omen rather than a normal NPC. His appearances should be rare, brief, and weighty. He may arrive at impossible moments, speak in riddles, or act without explaining. He is not a friendly quest board or mentor who provides full lore summaries.
For campaign use, Skull Knight can appear indirectly: hoofprints where no horse could travel, a terrified apostle mentioning the skull rider, an ancient relief of a skeletal knight, or a survivor claiming a dead king on horseback passed through the night.
If he appears directly, he should not solve the party's problems for them unless the story has reached a true breaking point. Even then, his aid should create more questions. He is aligned against the God Hand, but his agenda is ancient and not fully transparent.
Do not let the party recruit him, defeat him, or force complete answers from him. Use him to show that the war against demonkind is older than the current tragedy.