Probably Paladin. In High-Difficulty quests, Mont as Paladin works nicely.

is paladin job better than lord?

If you want to use it defensively yes, but if it's for damage it's better knight

Yeah. For upcoming high-difficulty quests, paladin's abilities like Centinel and Immortal Spirit are very helpful.

but for arena and pvp? did knight will be better?

both are viable, it depends on your team comp. if you have another dedicated tank, you may not need to run him as Paladin. in that case, Knight might make more sense for increased damage capability.

They are both good. Paladin have the best range attack (taunt blade) but knight have the best offensive skills that helps you get an advantage on your enemy.