After defeating the Garrador and rescuing Ashley from her cell, players will find the figure in a room adjacent to the prison. The Knight rests on a small table, easily visible as you enter the room.
Chainsaws, scythes, pitchforks, giant Garrador claws, Verdugo tails, you name it. But you probably didn't expect it to be also capable of parrying ranged attacks like crossbow bolts flying Leon's way.