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Because of the two square radius of the black king, they can't be closer than two squares, as white would be 'in check' which of course, is not allowed, (just like a normal king can't give check in normal games, I have said the same thing 3 times already).
It's not a normal king, so it is allowed for the black king to give check (and checkmate) as long as the black king is not in check at the end of Black's turn.
... white would remain in check.
It's also worth noting (and maybe this is the root of your confusion) that the black king does not jump. It makes two consecutive moves.
That doesn't mean that they have to stay two squares away. It means that the white king has to move away each time they are one square away, and if it can't, it is checkmate. The black king not jumping has no consequence to this.
No, Black just needs to be out of check by the end of his turn.
I noticed that the OP mentioned "king knight and king", though, and I am not sure if this was a simple typo, or whether 'king knight' means a compound piece.
'King knight' simply means king-side knight. So black only has two pieces: A king, and a knight on the king-side.
It's pretty important to specify that Black has a kingside knight. If Black has a queenside knight, White has a very limited choice for the first move, because 1... Nc6d4# is mate unless Black plays 1.f3, 1.f4, 1.e3, 1.c3, or 1.Nf6
Also, if White plays 1.f3, there is mate in 2: 1.f3 Nc6d4+ 2. Kf2 Ne6f4#
Having a kingside knight removes the massive advantage of being able to give check on the first move.
The king-side knight was always called king knight. There's nothing confusing in there.
I realise that, just saying that having a queenside knight would make a huge difference to the advantage Black already has.