Tall, stylish, red-and-black motherfuckers are a grand lot. I can see why you'd want the Knight to meet Al. XD They totally should.
I can give you a crash course in what I like to call "Helluva Hazbin" lore if you'd like or I can recommend a guy on YouTube who's made dozens of videos dissecting the lore. Honestly, you can watch the Helluva Boss web series on YouTube without ever watching the Hazbin pilot. They share the same world so you can get up-to-date worldbuilding from Helluva as they work on finishing Hazbin's official release, but honestly we're following two separate groups who just share the same world. Unless there's ever an official crossover event, the most you can expect to see are sly little references to one show in the other. Like the Angel Dust poster slipped into the background of the Lust Ring in Episode 7 of Helluva Boss even though sinners like Angel are limited to the Pride Ring.
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I can give you a crash course in what I like to call "Helluva Hazbin" lore if you'd like or I can recommend a guy on YouTube who's made dozens of videos dissecting the lore. Honestly, you can watch the Helluva Boss web series on YouTube without ever watching the Hazbin pilot. They share the same world so you can get up-to-date worldbuilding from Helluva as they work on finishing Hazbin's official release, but honestly we're following two separate groups who just share the same world. Unless there's ever an official crossover event, the most you can expect to see are sly little references to one show in the other. Like the Angel Dust poster slipped into the background of the Lust Ring in Episode 7 of Helluva Boss even though sinners like Angel are limited to the Pride Ring.
EDIT: Also here's a link to February-specific stuff if you're interested in that.