Should I continue my DK?

Are they ranked in any particular order?

Paladin has CO & threaten.
Sdw & DB doesn't seem to have any useful party buffs?
BaM has party shield and auras. What do u mean by "apparently" for BaM?
Phantom has adventurers' buffs.

I've created a phantom already =)
Any idea when or which patch is the evasion/dodge rate cap implemented?

Nah, no particular order. Paladins are the best "tanks" period, though. I don't think Shadowers and Dual Blades do have any party buffs (except Haste). It's been a while since I played either of them. "Apparently" was put next to Battle Mage because I've only been told this and haven't experienced it myself. Honestly, I had no idea they had any kind of defensive capabilities until I was told this a few days ago. lol

Since you have a Phantom, I'd suggest going with it. It has decent damage, high avoidability, and access to all of the good Adventurer party buffs (and most attacks). Plus, I found it a lot of fun to play after 4th job, since it is very flexible.