Taking a Paladin instead of a Knight in MM6 is pretty important. On my first playthrough I made the mistake of using a Knight and ended up regretting it, because the extra HP really isn’t worth the lack of magic
Sure, but the Paladin cannot get dual Sword wield (aka Grandmaster sword), which notably limits its badass factor.
Plus, you cannot get him to wear Zeus plate armor, which turns your big boy into a monosyllabic 10-IQ bull, because you'll miss this overrated Intelligence skill.
MM6/MM7 both take place in Enroth, most visible by the fact you can meet the twin brothers Roland/Archibald; not sure for MM8, but I heard it's decline anyways.