User blog comment:Granberia/Monster Girl Quest : Paradox - Story of Heavenly Knights/@comment-25707465-20160318140827

They'll be back, their whole dissapeareance is lampshaded every time when you arrive into a place where you met one in the original trilogy (Granberia in Iliasburg, "Tamamo" in the cave to the point of Nanabi depressing, and Alma Elma on the boat). Or you meet a Lilith sister (the boat and the crossfire between San Ilia's arc/Sabasa's turmoil).

So yeah, the Lilith sisters replace the HKs story-wise, it even gets lampshaded in THEIR dialogues. And they do follow the monster lord. It's just that the one reigning is still "Alice XV" since she did not get killed since Remina did not get supposedly destroyed by monsters. The sisters are to Alice XV what the HKs were to Alice XVI.

In the original vn's chapter 2, you also met the HKs several times :

-At the coliseum (possible Lilith encounter/Mysterious Noah councellor)

-Yamatai (Maybe we'll meet Yao and get some exposition)

-Undine's spring

This last place is where you met Erubetie for the first time, because she did shut herself. Since there's a Tartarus, you may end up having exposition about ther whereabouts of at least one of them.

And then the castle where you fight them.

tl;dr

The sisters are replacing the Knights. It doesn't mean the knights won't appear.