Sir Bor: found in levels 5-10, level 7 is your best chance
Sir Ector: 5-10, but 8 or 9 are best possibilities
Sir Kay: 5-10, level 8 best chance
Sir Bedivere: levels 8-10, 8 or 10 are best
Sir Gawain: levels 9 or 10, 9 or 10 either one
There are new crests that were recently added, Sir Percival, Sir Galahad, and Sir Lancelot. They are found in the most dangerous wildernesses (9 and 10 I would guess). I am guessing you need them to build additional cities and that the game creators have added the ability to add even more cities than previously possible.