What are the consequences of flashing a modified rom with Knox enabled bootloader on a Knox enabled samsung phone?
From everything I've read about the "Knox enhanced boot loader" , and what is and isn't possible with it, all of your assumptions seem spot on. Another route you may want to try,  is Safestrap. It's by far the safest method for installing custom Roms, as it bypasses the bootloader and there's no chance in tripping the Knox flag, unless you flash a Rom on the stock side. If you haven't heard of Safestrap,  Just a quick Google search will point you to it.