Fighting against neutral Sorceresses.

They have some protection against magic and ranged attacks.

You're mistaken; it's only against ranged attacks. Now, let's get to the point. For a Knight in the early game, spellcasters pose a real problem, which can be solved in several ways (besides brute force):
1. Develop the Tent and Ballista. The Ballista is very likely to attack before one of the stacks is destroyed, and the Tent will resurrect units, reducing losses significantly.
2. Use Greater Griffins (or regular Griffins under Iris) and single-unit Peasants so that the spellcasters don't waste their spells but attack, allowing you to eliminate the spellcasters before they take off (which deals double damage). However, you need to accurately estimate the damage ratio of the Griffins to the health points of the spellcasters; otherwise, you might fail.
3. Transfer Gremlins, Fairies, etc. (i.e., those units that the AI also "likes") from the left hero and hope that they will be distracted by them, but this is a very risky method.
4. An exotic approach: buy a Necromancer hero and summon Skeleton Archers to distract or Greater Ghosts to drain mana. If the Necromancer is purchased in the first week, by the second week, he may already have a large army of 400 gold worth of units.
You can come up with other methods, but they will be very rare in practice.