I am on the third book and I have run out of quests to accomplish. I am short one knight for the round table quest but there are no other quests that will allow me to pick up another knight to move forward to the forth book. Any help is appreciated 
Did you side with Wales or Saxon yet? You have to conquer both West Marcia and Gloucester (I think) before the next quests appear, which is Return of Merlin and Wrath of Caradoc (one has you side with the Wales/Old Faith, the other has you side with Saxon/Christianity)...
Edit: Looks like you did. Did you get the Cataclysm, Sir Damas, and the Sorcerer Stone quest?
There is also the holy grail quest that is supposed to appear.
Have you had all the quests opened from book 3 or are they still unavailable? You may be affected with a bug somewhere or you have just advanced very quickly. May I ask what turn it is for you?
Also did you complete the quests for 'The Vision' I am not sure but think this one affects the story somehow.
There are some blocks in book 3 that are still availble so it very well could be a bug. There are a couple of quests that I did not complete in book 3 that could effect it. I think I might have past up a couple of knight quests but you would think that they would put enough in there to make sure you make 12 knights for the round table. I am on turn 500 exactly. I do have the quest called "The Vision" but I failed to complete it.
Turn 500? Something has gone wierdly wrong with your game I think. I am not sure it is supposed to last anything like that long. Grail quests usually flags 350 turns earlier than that for me.
By the way, the Vision quest is quite an important one and the lcoaiton does not appear on your map. There is a little village just into fairyland when you go there it appears. It is a nice quest with quite a few XP and some decent items IIRC. Just go a little bit north of the castle in mercia.
Oh and as a side note, whenever venturing into fairyland I usuualy try to make sure i have a full turn of movement otherwise the fey sometimes attack you, which can be nasty, esp. if you are a solo hero questing.