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The local magnetic susceptibility of the spin-triplet superconductor UTe$_2$has been investigated by positive muon ($\mu^+$) Knight shift measurements inthe normal state. Three distinct $\mu^+$ Knight shift components are observedfor a magnetic field applied parallel to the $c$ axis. Two of these exhibit abreakdown in the linear relationship with the bulk magnetic susceptibility($\chi$) below a temperature $T^* \! \sim \! 30$ K, which points to a gradualemergence of a correlated Kondo liquid. Below $T_{\rm r} \! \sim \! 12$ Klinearity is gradually restored, indicating partial relocalization of the Kondoliquid quasiparticles. The third Knight shift component is two orders ofmagnitude larger, and despite the $c$-axis alignment of the external field,scales with the $a$-axis $\chi$ above $T_{\rm r} \! \sim \! 12$ K. Weconjecture that this component is associated with magnetic clusters and thechange in the temperature dependence of all three Knight shift components below$T_{\rm r}$ is associated with a change in magnetic correlations. Our findingsindicate that prior to the onset of superconductivity the development of theitinerant heavy-electron fluid is halted by a gradual development of local U$5f$-moment fluctuations.

$\mu^+$ Knight Shift in UTe$_2$: Evidence for Relocalization in a Kondo Lattice