Complex, complicated, intricate, involved, knotty are comparable when they mean having parts or elements that are more or less confusingly interrelated.
Something is complex which is made up of so many different interrelated or interacting parts or elements that it requires deep study or expert knowledge to deal with it.
Something is complicated which is so complex that it is exceedingly difficult to understand, solve, explain, or deal with.
Something is intricate which, because of the interwinding or interlacing of its parts, is perplexing or hard to follow out.
Something is involved in which the parts are or are thought of as so intertwined or interwoven or so turned upon themselves as to be separated or traced out only with difficulty; the term, therefore, in reference especially to financial affairs, implies extreme complication or disorder.
Something is knotty which is not only complicated but is so full of perplexities, difficulties, or entanglements that understanding or solving seems almost impossible.
The same object may often be regarded from more than one of the above points of view; a sailor’s knot may be intricate and complicated, as well as involved; a network of railroad tracks may be complicated as well as intricate, though not involved.