The Blue Knight is a peculiar character.
Originally a Medieval knight in an enchanted armor, he was trapped under a rock for centuries. When The Odds freed him, his body had withered away to dust. So Merlin the Magician appeared and merged his essence with that of his only surviving relative– a female Scotland Yard inspector.
Thus, the Blue Knight is always between worlds– Medieval and Modern, inspector and superhero, man and woman… But he / she has been holding up pretty ok. There hasn't been much time to brood anyway, with all the turbulent adventures!