Parece ser que en XDA ya han logrado cargar una custom ROM sin que KNOX se entere....
http://forum.xda-developers.com/show....php?t=2538882
IMPORTANT: You should either use a custom rom which fits your current stock roms version (MI6,MI7,MJ3,MJ7,etc)
or upgrade to the same stock version as the rom you want to install.
If you need to upgrade then please make sure you do not upgrade the bootloaders in the process as this could render URDLV useless on the new rom version leaving you with a non rooted phone =(