Just posting this here for people to find it easily
All credits to @poit and @edfunkycold!
And thanks to edfunkycold we have the link to the update:
What does voiding Knox mean? Boot loader flag goes from 0x0 to 0x1
Notes about Knox:
FLASHING A: CUSTOM KERNEL or CUSTOM RECOVERY on MK3 boot loader VOIDS KNOX
CANNOT DOWNGRADE TO OLDER FIRMWARE!
Composed of an OS side and firmware (bootloader-side) implementation. Apps (OS components) can be removed, but the firmware components CANNOT.
You can still root on the new firmware...but you can't flash a custom recovery or custom kernel, or else you will trip Knox