From the game in Divine Divinity I got impression that death knighs are some kind of humanoid demons or half-demons in armor, clearly not humans. and some of them have personalities - Ryu-Gor, John, unnamed dragon rider near the dwarf inn, they have "guts" and fears to be punished by their mistress (probably Iona). But later on, in the game Divinity: Original Sin, death knights were introduced as a constructs. a-ka golems, created from tenebrium, source magic and some blood.

So, which is true : are they golems with intelligence or living people?

Since D:OS takes place a little more than 1200 years before DD, it is entirely possible both are true, or the same term was used independently.

Were they both death knights or was one a dread knight?

What is a dread knight? In DD there was only dismounted death knights, like Ryu-Gor, which player can learn to summon, and a dragon riders, which are basically death knights riding a really fast dragon and make a huge elemental damage.

I can get games mixed up but I have a memory of something called a dread knight that took me a while to realize that it wasn't the same even though they looked the same. It's always possible a completely different game like "Two Worlds" might be confusing my memory. Often the villains are the same in the genre.

I should play Two Worlds again. Resolutely mocked for its voice acting, even though it wasn't significantly worse than its contemporaries, some of which were probably worse; DD and BD didn't excel there either, as a recent attempt to get back into DD demonstrated, and it wasn't until ED that Larian got it right. Shame about Two Worlds, though, its comedy voices meant the rest of the game was often overlooked but I recall a vast and interesting game world with some innovative gameplay.

Two Worlds 2 was better IMO (except for the horse riding; that was somehow worse). Sadly, the story will never end as the developers didn't make it financially.