Cataphracts .. retain promotions?

Specifically the gaining defensive bonus in rough terrain 'promo'. I can't be positive but I'm pretty sure in a game I played the other day it wasn't retained when upgraded to knights. Speaking of, anyone have any success with these things? I can't seem to get anything going with them, a wall of spears and a high build cost always seems to limit their usability.

Don't know about Cataphracts, but I was pretty disappointed playing the current TSG when my Pikemen upgraded from Pictish Warriors lost the Faith gaining ability (combat bonus outside of friendly territory carries over though).

I've had a lot of success with Cataphracts, and it is unfortunately they lose all of their uniqueness upon upgrading to Knights. It would be extremely sweet they retained being able to fortify, but they don't. I usually ignore going Ironworking and pick up Horseback Riding instead, and use my Cataphracts like fast moving Swordsmen. They're effective vs Spearmen due to their high strength, ability to easily flank, and retreat to heal. They soak City bombardment very well particularly when they have the Cover promotion.