I would say that you don't have My Knox because if you look at My Knox videos you will see the icon says My Knox. However, the version you are talking about just says Knox. I can not find the version support for it either (as I have the same version you do) even though it says Knox 2.3 in the about tab under my apps -> Knox Settings -> Knox version.
Now if you go to the Knox settings -> Device administrators, you will see exchange sync or email services with the ability to erase data. The question is when I go to device manager for the personal side of the phone the exchange service (email service does not have permission to erase all data). I am confused myself. I would suggest that you use an old phone that can use Knox (or not) and use it with wifi only and use the email server only when wifi is available. If they do wipe the phone none of your stuff is on it. I will carry two phones untill I figure that out.
Centrify is the developer (Youtube link) and so is the Samsung team. Let me know what you come up with. I have missed my password the amount of times required(20 I believe) and it resets the Knox version to new. There is also this site for support. Email them as I am now.