I agree with those who said that you might not be using the Knight's abilities to the fullest.
For example, there was a fleeing enemy. I threw an axe for 5 points of damage. Wizard hurled a spell for 35 damage.
Be careful. The knight is not allowed to attack anyone considered flat-footed. That means that at the start of a battle, you cannot attack anyone if you have won initiative (you can ready an action, though). It
might also mean that you cannot throw an axe into a retreating enemy's back. The description for running says that the runner loses the Dex bonus to AC. That sounds close to flat-footed, although probably not quite. Be careful about what the DM rules there.
Don't forget the Knight's advantages here. If that enemy began to flee from a square near you, it should have been easier to catch because squares around the Knight are considered difficult terrain (Bulwark of Defense, p. 28). Also, you should have been able to run as if unencumbered if you were in medium armor or lighter (Armor Mastery, p. 28).
Also, depending upon your reading of Test of Mettle, it may be able to halt a fleeing opponent. It allows you to issue a challenge and if the enemy fails a Will save, they must target you for attacks (ranged or melee, their choice). That
might allow you to draw an enemy back to you, depending upon how the DM rules. Personally, I would rule that it only works against people actively engaged in combat. However, a case could be made that since the challenge is honor based and ego based, a fleeing enemy that does not want to be seen/known as a coward might turn around.
Another example, we were ambushed and a spell targetted my poor touch AC, then next spell my poor reflex save, and with my poor speed it was hard to catch up with the mobile spellcaster.
Again, don't forget that with the proper armor, you are effectively unencumbered. Couple that with the Run feat and you are quite swift. Of course, there are two parts to the speed penalty, and being a Knight only removes one of those parts (the armor penalty). You still have to watch your weight.
I got Complete Warrior in the hopes of some options, but all it had was a bunch of prestige classes.
It also has the Dash feat, for another +5 to your speed. It also has the Ranged Pin feat, which would allow you to stop fleeing enemies by throwing an axe & hooking them to a wall or tree. It has the Hammer's Edge feat, which has a lot of prerequisites, but might be worth it since it knocks people prone without all the annoying tripping mechanics. It also comes with no size limits, so if you hit a dragon's/giant's toe with both your weapons, it might fall.
In Complete Adventurer, you can use Brutal Throw, so your thrown axes do more damage. It also has the Dive For Cover feat to get re-rolls to Reflex saves. That feat makes you go prone for the re-roll, but if you have the Prone Attack feat from Complete Warrior, you're fine.
The bottom line for a Knight is that you really should use HeroForge or something to create the class at level 20, so you can see your feats and class benefits in full. Determine what it takes to progress to a very effective place.