I think I know the origins of the Knights of Ren. In the Aftermath Trilogy, a new dark side order rose to replace the Sith: The Acolytes of the Beyond. Where these Acolytes came from no one knows, but they are devout Darth Vader fanatics and are obsessed with the dark side of the Force. In the first two books of the Aftermath Trilogy, it has been demonstrated that the Acolytes concentrated on acquiring lightsabers and earning their masks through a series of tests. From Taris to Corellia, the Acolytes have sparked chaos and revolutions across the galaxy. Kylo Ren shares much in common with the Acolytes in that he worshipped Darth Vader and wore a mask like his grandfather even though he did not need it for life support. With this in mind, I think that the Acolytes of the Beyond will eventually evolve into the Knights of Ren and recruited into the First Order. Hopefully, I will get some answers about the connection between the Acolytes and the Knights in either the third Aftermath book or future works.