"But IIRC, he was knighted or something, and thus he might travel with Graham / The Royal Family for protection."
That was according to Romancing the Stones. Though its possible and likely that TSL isn't following that idea at all, as they have stated they are trying to stick closer to the official story, rather than the remake. ...or has it been specifically mentioned that TSL has decided to have Connor knighted in Daventry rather than still living up in Realm of the Sun as the Champion Eternal, True Upholder, Enlightened One, etc etc.
I know that according to TSL team they have him married to Sarah. But don't know if he moved back to Daventry or not?