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I have no idea how it would occur if it does happen, but say a Chapter rocks up to a Household world and they decide to use it as a world to recruit from, could they just set up shop and have that be that?

And then if it could... What would the political situation be? How irritated would the Inquisition and Administratum be for having to give another planet another designation and all the responsibilities that go with it?

Thoughts?

The political situation would probably be the reason why this is rare (if it exists at all); the Knight worlds are old, established planets with feudal governments stretching back into the early days of human expansion, Space Marines get plopped down wherever the Administratum decides they may need one (except the First Founding, those planets were picked accidentally). Space Marines typically have significant political authority on their planet and I can't see an established/entrenched feudal power group agreeing to share.

The most likely situation to my mind is a fleet-based Chapter that's got a Knight world on its recruiting circuit, at that point you'd have Knights and Space Marines with common cultural origins/traditions and the interservice rivalry aspect (who's getting who's leftovers?) without a complex power-sharing arrangement.

They certainly couldn't both claim feudal dominion over the same planet, but it's actually not uncommon for chapters to have minor keeps and recruitment missions on planets they don't control, often worlds that the chapter had conquered or liberated (Imperial Fists and Necromunda, Raven Guard and Baran, and the Black Templars do it on almost every world they take) and I imagine most Knight Households would feel a few peasants every few years is a small price to pay to be in the good graces of an Astartes chapter - it means they'll almost certainly turn up if the world is attacked, and it always opens up the option of other.. favours. (In Forge World's write-up the Badab War was the result an Imperial Sector Governor asking a favour of a chapter who made infrequent use of her sector's shipyards)

Yeah, I wouldn't imagine an Imperial entity, even one so powerful as an Astartes Chapter would try to infringe on an Imperial Knight world with so much as claiming it for a Fortress Monastery, I'm more thinking leaving a small Chapter Keep to accept aspirants.

I think not. The whole point of splitting the legion was so that no single astartes chapter would have command over more then a few Marines. This denies them command over other Imperial institutions. A chapter master is the defacto planetary governor. This would give him command of the knights on the world in question. I'm pretty sure a chapter that tried to settled on a knight world would quickly be denied because of said reason. To my knowledge there's no example of such a thing happening.

The same logic goes for schola progetium worlds, worlds with SoB sanctuaries and (skitari) Forge worlds.

Exact same homeworld? No.
In the same star system? Yes, as this exact situation came up in the Sanctus Reach campaign.