first of all theres no gate to kinghts of nine ask for rumours

shivering isles gate is in the middle of the niben bay

You have to find Altars around Cyrodiil and pray at them, once you pray at all of them you
can start questing the Knights of the Nine armor.

The Shivering Isles gate is caller "A Strange Door." It's located in the center if Niben
Bay. After a day of gameplay ((in game day, you can just wait for 24 hours or go on as
usual until you get the quest)) you should get a quest. I'm not sure, but I believe it's
called "A Strange Door at Niben Bay." Activate the quest and it will give you a map
marker. Then you can start with Shivering Isles and meet new monsters, armor, and weapons.