The Order was founded by one Sir Brian, who was a knight who at the time, had much the same view of women as most knights-that they were wonderful in their own way, but certainly not equal to males. Until that is, his horse went to close to a nest of Crystal Hornets and was stung by one of them. He was unable to stop it from galloping away madly, and it bucked him into a pool of quicksand. In his heavy armour, he was unable to extricate himself and was sinking fast when two women came to his aid and pulled him out, risking their own lives to do so.
That incident converted the knight to the cause of feminism. Women in his eyes had shown themselves every bit as heroic as males. He wondered what it would be like if there was an Order that would allow women to join them and ride with them as equals. What deeds of heroism could they perform? Knowing of no knightly Order that would even consider allowing women to join, he decided to form his own. Knowing of a couple of other knights who were his friends, and were deeply in love at the time, he spoke with the women that they were in love with and with their help, the nucleus of the Order was founded.
One of its first successes was to rescue a noblewoman from robbers, she and were husband were so grateful that they became its patrons. The Order, despite its good reputation, grew slowly: many knights were already in other long established Orders, whilst many others were deeply sexist and had no intention of considering women to be equals. Then an event happened that nearly led to the destruction of the entire Order. One of the knights saw a knight of The Order of the Knights of Rightous Victory abusing a woman, and ordered him to stop. Swords were drawn and the Knight of the Lady was victorious.
It was not long before the rest of the chapter found out that one of their own had been killed, and the Knight and the woman he had rescued fled for their lives. The rest of the Order came to their aid and drove off the chapter, with deaths on both sides. The furious chapter called on the other chapters to come to its aid, which they did. Half of the Order of the Lady died that day, but they sacrificed their lives deeply and managed to escape into the Queendom of Queen Yocasta where their pursuers could not follow without causing a serious international incident.
Protected by the Queen, who was delighted to discover knights who believed in equality, their numbers have since grown to more then two thousand strong, a third of which are themselves women. Many of them are happily married couples who will fight to the death to defend each other. They have good or at least reasonable relations with most of the other Orders. There are two Orders who hate them with a passion, the Knights of Rightous Victory and the Knights of the Shroud.
Once, when one of them was caught by his fellow knights raping a woman, he was publicly expelled from the order, his weapons, armour and warhorse were sold and the money given to the woman he violated, and he was hanged. To the Order, rape is the crime of crimes. If someone is murdered, they say, he or she wont be around to think about it, but with rape the raped one will be reminded of it for as long as he or she (normally she) lives.
They have a castle of their own, and if a pursued woman can reach it, she will be temporarily protected whilst a panel of male and female knights examine her case. If she is a thief or a murderess or some such criminal she will be handed over to face justice, but if she can convince them that she is fleeing ill treatment and/or forced marriage then they will not hand her over. Many such women willingly join the Order. There are several, normally untrue, rumours circulating about the Order such as
-That the male knights wear womens clothing under their armour.
Not true, except in one case where a male knight did indeed secretly do that. After he was killed in a skirmish and stripped of armour by his foes, they had a great laugh at what they found and proceeded to tell everyone about it.
-That a woman leads the Order
Not true, although it may be true soon. The Grand Master who founded the Order is over eighty years old now. Of the two candidates who want to take over from him, one is a woman, but it is uncertain who will succeed.
-That the Order will not harm women
Whilst they try and avoid harming women if they can, they will use force against them in defence of themselves, others or property. It should be added that the vast majority of women have nothing to fear from them.
-That they steal other knights wives and girlfriends
A few have done that, but it is certainly not the policy of the Order to do such a thing. The Order say that women are attracted to them because they treat them equally.
If you have them in a world that has shieldmaidens, generally they and the shieldmaidens will get along well and ally on occasion if the foe is big enough.