In December 1592 he was instrumental in arresting George Kerr on the Isle of Cumray as he was on the point of sailing for Spain, and was thereby the means of bringing to light and frustrating the conspiracy of the Earls of Huntly, Errol, and Angus.
He accidentally caused the death by drowning of Hew Barclay of Ladyland, who had intended to capture and fortify Ailsa Craig; he was exonerated and commended by parliament.
On 31 July he was commissioned along with others to meet with David, Lord Scone and hear the offers made by the inhabitants of the Isles and the Highlands on the royal rents.
In accordance with King James's intention to reform the Western Isles and Highlands, Bishop Knox was on 8 March 1608 joined in commission with Andrew Stuart, 3rd Lord Ochiltree, to take the matter in hand.
In May he visited the King at Greenwich, and brought back instructions for a military expedition against the Isles, of which Lord Ochiltree was to be commander, assisted by a council, of which Knox was to be the head with a salary and bodyguard of his own.
On 15 February 1610 he was appointed a member of the court of ecclesiastical high commission for the province of Glasgow, and on 8 May steward of the whole Western Isles, with instructions to make the castle of Dunivaig his headquarters.
In consequence of his report the King instructed Sir Arthur Chichester to require the Archbishop of Armagh to convene a meeting of the bishops of his province in order to consider the reformation of ecclesiastical abuses in the north of Ireland.
He consented to solicit a lease of the Crown lands of Isla for Angus Oig Macdonald, together with the proprietary rights in the castle of Dunivaig, and a free pardon for all crimes up to date, and to leave his son Thomas and his nephew John Knox of Ranfurly as hostages for his good faith.