Quote Originally Posted by MistakeNot View Post
Other than there being twelve of them, there is really no connection whatsoever.

The Knights Twelve are very likely inspired by real-world history and legend, namely the legendary Twelve Peers (Paladins) of Charlemagne, just as Ishgard as a whole draws much inspiration from medieval France.
Definitely no connection to the twelve as deities. The closest would be that they all take Halone as their patron Deity. I never saw the Heavenguard as anything but a homage to the Knighs of Round from FFVII, which I believe are inspired by the Twelve Peers.