Besides being the role of female actress Juliette Lewis in the Oliver Stone film "Natural Born Killers" there is more than one artist with this name (see links in the Wiki sources):
These are photos from concerts where Mallory Knox played, so they may be of other bands that played the concert as well.
2000 Trees 2018 Jul 12 - 14, 2018 Cheltenham, England, United Kingdom Uploaded by Blossom Baphomet