And on thy cheeks a fading rose Fast withereth too. (lines 11-12)
The "fading rose" on the knight's "cheeks" suggests his sickly paleness (his cheeks are no longer "rosy"), but the "fading rose" also suggests a failed love affair, since roses so often represent love.
And I awoke and found me here On the cold hill's side (lines 43-44)
After the knight wakes up from his nightmare about the "pale kings," he finds himself, quite literally, out in the cold.
And this is why I sojourn here, Alone and palely loitering, (lines 45-46)
The knight thinks that his crazy story about the beautiful lady and her "elfin grot" is an adequate answer to the opening speaker's question about what "ails" him. Of course, the story is so ambiguous that it's not much of an answer at all.