There's a very easy way to upgrade, achieve root and remain at Knox 0x0.
I was running N9005XXUENB4 with CSC PHE, rooted via Towelroot.
I used the latest NG2 ROM from http://forum.xda-developers.com/show....php?t=2649176
which is a multi CSC ROM.
Download mobile Odin pro from the play store.
Update the ROM with inject everoot un-ticked (as instructed on ROM page).
Choose the same CSC during the boot option.
Now I'm fully rooted, Knox at 0x0 and all of my data fully intact as I stuck with the same CSC.
Afterwards I used mobile Odin the flash the modem, also provided on the link above.
Big thanks to Alexndr.