What you roll depends on how ready you were.
There's, like, three main scenarios for what happens when you're talking to a violent maniac and they shed their thin veneer of civilization and attack you with a knife.
- You had them pegged for a violent maniac and had your own knife ready to hand. Looks like it's knife fight o'clock.
- You didn't anticipate this, but you're sufficiently aware of what's going on that you might be able to get away and arm up before they can hurt you.
- They caught you completely off-guard, and stab you before you can do much of anything.
Scenario 1 is Engage in Combat, Scenario 2 is Avoid Harm, Scenario 3 is Endure Injury. Who decides what scenario you're in? Usually that's the GM, but when you're the GM making that call here's a little heuristic to help you out.
Scenario 2 is the default, or "risky" position. The PCs don't control or haven't anticipated what's happening, but they're capable of reacting to it before it has permanent effects. In general this is what you're in when there are no stronger indications one way or another - being honest about the ways your world threatens the PCs and ready to see what happens when they respond.
Scenario 1 is a "controlled" position, where the PCs have more control or anticipation of the scenario. Usually the PCs aren't in Scenario 1 unless they've taken steps to get there, either making moves earlier to better inform themselves or explicitly talking about the precautions they're taking in ways that you respect.
Scenario 3 is a "desperate" position, where the PCs can't react before something permanent happens to them. Usually the PCs aren't in Scenario 3 unless they've taken steps to get there, either knowingly opening themselves up to harm or otherwise giving you the opportunity to make a move, such as rolling a miss when they tried to interact with the violent maniac.
When you suffer harm, Suffer Harm.
Apocalypse World's Suffer Harm move is intended to make injury more unpredictable than just incoming harm - armor. Players have a harm track, which is not very big, only 6 in total, and in addition to marking this track they make the harm move, which adds other consequences like losing track of something or being hurt worse than you expected. You make the move when you suffer harm for any reason, but Apocalypse World also suggests that the GM may want to ask players to make the move in cases where you take harm but it's reduced to 0 by armor.
In Kult's case, Endure Injury is more of a "harm save" which determines if harm hits your wound track, where people can get out scot-free even after unsuccessfully engaging in combat or avoiding harm, which accounts for the whole "taking less harm than you have armor = make the move anyway" aspect of Apocalypse World, but is a bit of a swerve in scope from the Apocalypse World standard ("you're hurt -> is it worse than you thought?" vs. "you're hurt -> but are you really hurt, I mean, really?").
All three scenarios above might result in people having to make the Endure Injury move; it's just that in Scenario 3 it's guaranteed up front, while in Scenario 1 or 2 PCs might avoid or suffer harm as a result of their rolls - at the GM's discretion, even in the case of the Avoid Harm move, which ends with:
[Miss:] You were too slow to react or you made a bad judgment call. Perhaps you didn’t avoid any Harm at all, or you ended up in an even worse spot than before. The GM makes a Move.
In that case whatever happens to you is as a result of the GM's move. This can be to deal harm as established, but it doesn't have to be; other moves could make sense as a result of the circumstances. The basic moves don't have automatic harm as a consequence or a price for entry (in the way Apocalypse World's combat moves often have "exchange harm" in the topline) so whether or not a PC takes harm and makes the Endure Injury move is at the GM's discretion.
And again, that's true in general. The GM decides if a character takes harm as the result of anything less than a full success on the Engage in Combat or Avoid Harm moves, and that decision can also filter in from other, unrelated moves, to land directly on a character taking harm and having to deal with it.
It's also important, in general, to not focus in on the idea of trading harm back and forth until one person is dead or incapacitated, but to let moves chain into different moves. Even a violent maniac is more than just a killing machine and wants more things than to secure the kill on whoever's right in front of them. You'll notice in Scenario 1 that it doesn't cut in before the PC was attacked with a knife, but rather that, even though the maniac "takes the initiative" in the story sense, the Engage in Combat move resolves the twin questions of "how successfully does the PC deal with the knife attack?" and "how successfully does the PC fight back?" When that move is made there isn't still the incoming knife waiting to be dealt with through Avoid Harm, but rather, well, combat's been engaged, what now? Your quarry could try to elude you, vanish into a crowd, head for something more dangerous than a knife, or say something disturbing when your blades are locked and now you've got to deal with that before you get back to just knifin'.