thanks for the report!
However, what you witnessed is actually correct behavior. Being trashed, or set aside or otherwise moved from play does not prevent a card from being replayed by Throne Room and its cousins!
That ruling goes back to the 1st edition interaction of Throne Room and Feast, nowadays the easiest example is Throne Room and
+1 Card. +2 Actions. You may trash this for +$2.
If you play Mining Village as the card for Throne Room, you put Mining Village into play, and do what it says. You draw 1 card, get +2 Actions (to be used later) and now you decide to trash the Mining Village to get $2. Mining Village is in the trash now, but Throne Room isn't finished yet.
It plays the Mining Village again, and doesn't care that it isn't in play!
So you draw 1 card again, get again +2 Actions, so you drew 2 cards and got +4 Actions in total up unto now. The Mining Village says
You may trash this for +$2.
The "for" is they key here, it means that trashing the Mining Village is a prerequisite for getting what is printed after. Since the Mining Village is already in the trash, you can't trash it again, so you don't get the +$2 a second time (further study of more rules reveals that if the Mining Village is anywhere but in play, it can't be trashed).
So there are two main things to remember:
1) Throne Room and similar cards don't care where the card is they want to play a second (or further) time.
2) Some wordings are meant to limit that power, by requiring some effect to be actually completed in order for a further effect to happen. Key words here are "for", as in Mining Village and "If you did", like in
Return this to its pile. If you did, gain a card to your hand costing up to $6.
Normally there is no problem returning the Wish to its pile. But when you Throne Room it, the second time you play it, the Wish is already in its pile, so you can't move it again, so you don't get the card to your hand.
To come back to your example, then Knights don't have any of that "for" or "if you did" language. They reveal 2 cards from their opponent's deck without problem, even if the Knight is no longer in play. One of that will be trashed. If opponent chooses to trash a Knight, then both Knights will be trashed. That can be done for the revealed Knight, and can't be done for the played Knight (its already in the trash in your example). But nothing of the further effects of the Knigths depend on that, so it has no consequences.