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Apparently not. Holy Knights were mentioned in the manga before we saw all that flashback with Sabo, so they were definitely planed by Oda at least before that scene. So either they were busy or they simply do not act without direct orders (since they had two admirals and plenty of marines...

I don't know if it was planned or not, but it's justifiable that they didn't appear on Sabaody: even on Mariejoa they arrived late to take over the investigation and condemned a Tenryuubito. They probably don't leave Mariejoa unless there's something extreme happening (like muliple countries...