Get phoenix unless you don't like playing with her. She is a broken character that consistently shines in all endgame content compared to km. She is good at support and DPS. Watch just3c's guide on her
Knight Moonbeam is a very easy support to play but in the end, not as good as Phoenix. Phoenix relies on timing and a specific formula making it hard to play but if mastered, can be terrifyingly effective.
That is why I recommend Phoenix but it depends on whether you are a player who focuses on loadout or the situation at face.
Well, choose Phoenix, if you are P2P (or blessed F2P cause she's most important teammate for HoR), she is one of the reccomended valk for HoR's Squad cause she buffs the HoR's elemental dmg and DPS, if you have HoR, of course, and if you didn't have HoR, then the mastery of Kung-Fu and your serenity is neccesary for Phoenix.
Otherwise, choose Knight Moonbeam if you want to bumrush all of the Q-singularis stages and event/normal stages (also getting 5-stars above weapons is reccomended, check the weapon gallery, you can check those at your in-game captain profile)