Whether or not you control another Knight is checked only as Protocol Knight’s ability is resolving. It doesn’t matter if you still control Protocol Knight at that time, or if it’s still a Knight.
When this creature enters, tap target creature an opponent controls. Put a stun counter on that creature if you control another Knight. (If a permanent with a stun counter would become untapped, remove one from it instead.)
Protocol Knight’s ability can target a creature that’s already tapped.
