All compact subsets of a Hausdorff space are closed and there are T$_1$ spaces (also T$_1$ sober spaces) with non-closed compact subspaces. So I looking for something in between.
Is there a characterization of the class of spaces where all compact subsets are closed? Or at least, is there a name for them?
They seem to be usually called KC-spaces (Kompact Closed), occasionally TB-spaces, and very rarely $J_1^\prime$-spaces. As you noticed, this class of spaces lies strictly between the T1-spaces and the Hausdorff spaces.
I am unaware of any characterisation of them apart from the definition given. The closest thing of this kind I can think of is that a compact (not necessarily Hausdorff space) is maximally compact (i.e., no strictly finer topology is compact) iff it is KC. Additionally, any KC-space which is either first-countable or locally compact1 is actually Hausdorff.
(As an aside, a number of questions about KC-spaces have been asked here on math.SE in the last year or so.)
1Here locally compact means that every neighbourhood of every point includes a compact neighbourhood of that point
A couple references: