Auras on creatures with protection
The Quag Sickness cannot be returned to the battlefield enchanting the White Knight.

The relevant rule about Protection, 702.16c, says


  A permanent or player with protection can’t be enchanted by Auras that have the stated quality.


and the relevant rule about Auras, 303.4f, says


  If an Aura is entering the battlefield under a player’s control by any means other than by resolving as an Aura spell, and the effect putting it onto the battlefield doesn’t specify the object or player the Aura will enchant, that player chooses what it will enchant as the Aura enters the battlefield. The player must choose a legal object or player according to the Aura’s enchant ability and any other applicable effects.


This means that, since White Knight has protection from black and Quag Sickness is black, White Knight is not a legal object according to "other applicable effects".