Weird indeed. While there are lots of reports of oaths breaking unexpectedly, I’ve not heard that specific issue with the oath breaker knight not appearing in camp. I take it he’s not there? He normally appears not far from Withers.
I can’t recall what exactly you can’t do when your oath is broken, but I think you can do most things and your oath won’t actually change unless you speak to the knight and confirm that you want to become an oathbreaker. Otherwise, you should be able to just carry on but without the few abilities that aren’t accessible without an intact oath or pay the knight to restore it.
If no-one else here recognises this as a known issue, then sounds like it may be worth sending a savegame to Larian support to see if this is something they’re aware of.
If you’re in Grymforge then unless you skipped content I guess you’re almost at the end of EA so won’t be too badly affected by continuing in your current state. But just in case you do reload and try again, I’ll check you’re aware your paladin’s oath won’t break unless they personally finish off the NPC with a weapon attack.