So some additional comments:
Which Firmware Version have you on your Note 3?
I used root de la vega http://forum.xda-developers.com/show....php?t=2498850
It's confirmed to working till MJ1 without tripping knox.
You can read my thread there I have written down my experiences. http://forum.xda-developers.com/show....php?t=2592203
Like I told you OTA is not working, but you can download firmware viva Kies, disconnect device before flashing and copy firmware from temp folder(so you have a official firmware).
Still waiting for new update so I can test.
The firmware you can flash with Mobile Odin Pro to keep root(and normal odin for boot-loader if needed).
You could also unroot your device and make OTA update, but after what you have unrooted KitKat and you will trip Knox to root again.