British Kaffraria where James and Caroline married, was the former name for a region in the Transkei, East South Africa. It was founded in 1848 as the dependency of British Kaffraria, and was then added to Cape Colony in 1865.
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From a transcription of "Register of Marriages for British Kaffraria 1848-1861" transcribed by Anne Clarkson, we can see the following:
9 Jan 1851
James Knibbs, full age, bachelor, saddler, of King William's Town
Caroline H Stephanus, 16 years, spinster, of King William's Town

This register, held at the Western Cape Archives, appears to have been used mainly by missionaries who periodically added entries when they were in King William�s Town.

We don't know quite when James emgirated but it must have been shortly before 1850.
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This is installment #1 of the Methodist Parish Records for King Williamstown, Cape Province, South Africa.
Entry #48
Child: James Stephenson KNIBBS
Parents: James Neal and Helena
Born: "Infant son"
Baptized: 2/15/1852

This is installment #2 of the Methodist Parish Records for King Williamstown, Cape Province, South Africa.
Entry #88
Child: Caroline Helena KNIBBS
Parents: James Neal and Caroline Helena
Born: 11/24/1854
Baptized: 12/17/1854

This is installment #3 of the Methodist Parish Records for King Williamstown, Cape Province, South Africa.
Entry #145
Child: Sarah Emily KNIBBS
Parents: James and Caroline Hellena
Born: 12/9/1856
Baptized: 2/25/1857

We're not quite sure if Caroline's surname was Stephanus or Stephenson. The marriage record on this page shows her as Staphanus, but it's noted that her son was baptised as James Stephenson Knibbs, with the middle Christian name assumedly taken from his mothers family name.