I don't see anything listed in either the Hellknight Commander's or Enforcer's description that says they lose abilities if they are no longer allied with the Hellknights in general, so I'd like to know if someone who has a Hellknight prestige class can defect (the best word I can think of right now) from the order and retain the abilities their PrC granted them?
For instance, if a Hell Knight has redeemed him/herself by one means or another, could they then join up with others who oppose Cheliax and use their incredible powers, insight, and knowledge of Cheliax to help their new comrades as a Double-Agent of sorts?
As a DM, myself and a player wanted to do this, I think I would allow it since it could add so much to the story; even though it might not actually be kosher according to the official PF rules or errata. Additionally, with the Unchained options for alignment, I think a Hellknight could redeem him/herself in this way without breaking the rules.