I think that one depends a lot on what aspect of the ‘paladin’ archetype you want to evoke.
Play Highguard, obviously. The cataphract archetype is fairly heavily paladin coded.
The first question is how hard you want to lean into the priest part. Do you want to take priest skills, give out anointings, act as part of the Synod?
When in battle, do you envisage your role as a dealer of damage, an immovable object, an inspirational leader/healer of soldiers?
How I might play it would be:
Hero Points (2)
Extra Hero Points (1)
Extra Hero Points (2)
Shield (2)
Get It Together (1)
and save up for Stay With Me, Cleave, or additional hits. Find soldiers just behind the front line who are flagging, and inspire them to Courage (by using Get It Together to give them hits back.)
I later picked up a few more priest skills (Hallow, Insight, Testimony), as well as some Hero Points and Stay with me for combat healing.
This guy wasn’t a typical knight in shining armour style paladin though; more a ruthless religious warrior dedicated to the ideal of his virtue: to seek out danger and neutralise it before it threatened those he cared about.
You could quite reasonably play a paladin type in Dawn, as well- Knights of the Blue Rose are very heavily paladin-coded, perhaps more than caraphracts.
For Paladin-type, I’d agree with Dawn or Highguard, leaning more Highguard.
Build:
Hero (2)
Stay With Me (1)
Shield (2) [Could be switched out with Weapons Master if you wanted to use a greatsword)
Dedication (2)
Annointing (1)
That leaves you free to fight on the battlefield and interact with the religion game off it. Getting your hands on a Pilgrim’s Shield and maybe an Apprentice blade would add to your capabilities quickly and [relatively] Cheaply in terms of magic items.
I’d take either a military Unit or a Congregation depending on how much of the religion game I wanted to play, if playing Highguard I might stray closer to the Congregation because it would also let you get involved in national politics.
