All you have to do is to go to insert>Feature>thicken choose the knitted surface body and then use the option "create solid from enclosed volume."
I haven't much experience with this type of modelling, but I manage to form a solid. But after rebuilding, new problems occured.
But I think the problem can be the profiles in the Surface-Lofts. When I started solving the problem, it was only the knife blade there where issues with. I found out that the profiles you have selected, didn't contain the same numbers of lines and splines. The one on the knife handle consists of 1 line, 1 spline and another line. The rest have only 1 line and 1 spline. I removed the relation on the knife edge and made a short line after the spline and down to the edge. You can say it forms the sharp edge of the knife. There was also a problem with the upper guide curve. I think it must start from the handle and go to the end of the knife. I made a new sketch and used that instead of Sketch 2.
I think this is aloso the case with the other Surface-Lofts.
Do this make sense??