I have just realised something, this is nothing to do with KNOX, it is only the official status thing that changes when you have a custom Kernel or Custom rom.
Screen Mirroring does NOT work when you are in Custom Status, this happened to be the same when I googled and found S4 was the same post after post after post of people stating the same thing (I get an error or hardware device error when screen mirror starts or it will start for 4 seconds then stop.
For people wanting to see their status -
You can see this in Download Mode or You can see this in ABOUT DEVICE > STATUS> Scroll all the way down to bottom.
There is a solution which worked on the S4, where you were able to change status from custom back to Official, Yes KNOX is still tripped if you have tripped it but the status is able to be changed back to official
Can someone please direct me to a way we can get official status back on the S5, I love my kernel and my tweaks, and I love my latest firmware I dont care about Knox. For the people who are scared about Knox, I was able to change my phone for a new phone because of a defect and this is after I triggered knox, I was sent a new phone and I placed the old phone in the bag and sent it back, guess what ? I tripped knox again lol (who cares) most of the time when you go to swap your phone they don't check.
All I want is the official status back so I can get my screen mirroring working, this is an awesome feature