Enchantment tokens (such as Roles) that are sacrificed, destroyed, or would otherwise go to the graveyard are put into their owner's graveyard before ceasing to exist. If you controlled the token, Knight of Doves's ability will trigger.

If Knight of Doves leaves the battlefield while it has an Aura you control attached to it or at the same time as another creature with an Aura you control attached to it, its ability won't trigger for those enchantments unless they were destroyed by the same effect that caused Knight of Doves to leave the battlefield.