After some research, I find that your Chocobo is a Gastornis
Gastornis fits in most of your criteria:
While Gastornis was thought to be a fearful predator just like the phorusrhacid terror birds, it's now believed to be a peaceful herbivore (see this site:https://www.nationalgeographic.com/science/phenomena/2014/02/27/giant-prehistoric-bird-crushed-seeds-not-little-horses/). It ate seeds and fruits rather than leaves, but since you didn't expecify and I didn't found any mention to the Chocobo's diet, I think that's OK.
- Can support a armored knight
Now that's a bit of a stretch. Maybe initially they could only carry an adult person, and later were bred to be stronger and stronger, like wild horses to draft horses. They could also be bred to pull carts and to run in races, just like horses (actually, the Chocobo is like a bird version of a horse)
- Able to fly and/or swim
While large birds are able to swim well, althought rarelly (ostriches can swim), flying is impossible for a bird with such a size, expecially when carrying a armoured knight in the back. Maybe your Chocobo has large wings for display and equilibrium, like an ostrich, but absolutely no flying.
All the other abilities are common for any big bird. Taking an ostrich or emu as a model, criteria like self-defense, color variety (vibrant colors for sexual display?) and habitat already appear naturally. It even looks like a Chocobo with it's big beak and large claws!
Gastornis lived between 56 and 45 million years, a period when the Earth's enviroment was still recovering for the Cretaceous Extiction, and mammals still weren't fully stabilished as the dominant animal form, with birds and reptiles occupying vacant niches left by the dinosaurs. It occupied the large herbivore niche, while the large predators were terror birds and land crocs. As the mammals evolved, however, Gastornis and it's family lost the niche for animals like horses and deer, becoming extinct in the process. Your Chocobo, however, maybe is a evolved Gastornis or similar bird with highter intelligence, making it able to surpass it's pea-sized-brain cousins and at least coexist with the evolving herbivore mammals, occupying a horse-like niche by living in grasslands and forests, and increasing it's speed and abilities, without losing the caracteristic appearence. Later on, humans discover this smart and docile bird and domesticate it, including the animal in their cultural practices and making it fit in various functions.
Hope that this helped! :)