no answers, just a few suggestions:
Any clue when and where the daughters were born? It would help find a marriage record, if there is one. and a general age for James, or do you know that?
this might help if you can find a copy, if it goes back far enough, and if he is listed:
York County, Pennsylvania, Church Records of the 18th Century, Marlene Bates and F. Edward Wright, (Westminster, MD: Family Line Publications, 1991-)
worldcat.org says there were 3 volumes and will tell you what libraries have them. If you can find a friendly public or college library they might look it up for you.
I looked for the two sons in law in the DAR records and didn't find them.
https://services.dar.org/public/dar_research/search_adb/default.cfmDo the sons in law show up in any county and biographical histories? If so, it might at least get you James' wife's name. Or do you know that already?
Widen out the search. are there any other McKnights in the area, and can you learn anything about them?
On the DAR site, there are 7 men named McKnight who served in PA, but none said to have served from York Co.
How early can you find him in Menallen? And he sounds Scots-Irish, so it is probably a 50-50 chance at least that he was born in Ireland. Any arrival records?
edited to add:
I just noticed your user name and posting time, which might mean you are in the UK. If you go to that worldcat.org site and want to find results for the US (where they are more likely to have that book), then just type in a US zip code where it says "Enter your location" - after you click on an individual book. The zip code for York PA is 17401, for example.