Linxia/hell knight quest line is quite bugged, I was unable to finish it myself in my second playthrough. Its meant to be concluded in chapter 4, so you won't be able to complete it. You should have encountered someone named Darven in your capital, who asks your help to drive Linxia and hell knight away. Then a kingdom quest should trigger to reveal a location called Brineheart - this part bugged on me.
Go visit castle of knives asap - there are some really interesting quests thats tied to the main story line. Thousand Voices is the region where you locate the castle of knives, so you are on right track
It didn't break my game, but just in case, make a save before you do so.