The horse is emblematic of the issue, IMO. The paladin is designed for open world adventuring and noble, heroic adventures. And in Shadowdark, they're mostly going to not be doing either of those.
I think Arthurian stuff is great and will rave for hours about
The Bright Sword at the drop of a hat, but I wouldn't run Arthurian stuff in Shadowdark, myself. I think it's just an awkward fit at best.
In Shadowdark, I'd either go with an anti-fiend, anti-undead paragon or a morally complex zealot with a sword. In each case, I would probably be drawing from the Diablo franchise rather than Arthurian myth, which is where I think Kelsey pulled from.
I don't dislike her paladin, but I don't think it would fit into most of my Shadowdark games so far. Like I said previously, I'm likely to create my own in future, probably pulling from both AD&D and Diablo.