You can't install a custom recovery or custom kernel without tripping knox.
Knox is not necessarily for warranty but rather for the knox "app" on your phone. Knox is like having two phones in one. If you run the knox app you will see a separate android environment that is considered secure and you can install apps etc in there. People use this knox environment with their work email etc. Typically, if you use your phone and leave a company for example, they will remotely wipe your phone. In this case, only the Knox partition is wiped and your personal phone side remains untouched.
Tripping Knox tells people that Knox's security is not guaranteed anymore and Knox ceases to function on that phone.
If you've never used knox and don't have a need for it, tripping it won't harm you.
Another alternative is safe strap. This lets you use something that looks nearly identical to a custom recovery (with similar functions), but it was created for phones that can't write over their recovery partition. The AT&T and Verizon US phones have a version that works well. The AT&T safestrap works on the T-Mobile Note 3 and might work on your version. Research it and see if it works for you.