Swordsworn Cavalier will continue to have first strike even if the other Knight that entered the battlefield that turn has since left the battlefield, has since stopped being a Knight, or another player has gained control of it.

If Swordsworn Cavalier enters the battlefield, leaves the battlefield, and returns to the battlefield all in the same turn, it will have first strike that turn. It will have no connection to the object it was and see it as “another Knight.”