I Remember in a thread a few weeks ago some guy said that the Knights of the Nine armor is special and that it levels up with you, Is this true?
And is your room in the Priory safe?

If you got your armor at a low level it will stay that level until you place it on rack in basemant of priory of the nine and then when you get it back it will leveled up to the appropriate level you are. Not sure of maxed level. 25 or 30 i think.