Knocking noise that when braking becomes louder, and the steering starts to shake?

It sounds like you have warped brake rotors, if you can upload a quick video and upload it here in your response I can tell for sure. I have included instructions on how to replace the brake rotors and pads in case you need them in the images below. This guide can help as well:

https://www.2carpros.com/articles/steering-wheel-shakes-when-accelerating-or-braking

Check out the images (below). Let us know what happens and please upload pictures or videos of the problem.