Thanks for all this information everyone, it's given me a lot to go on, though time is now quite constrained because I'm now a trainee nurse (unfortunately an English degree and an interest in history has got me nowhere, so I'm retraining).
Just because I know some of you said you were interested in how this develops, I thought I'd update. I've got no further forward with my quest to find out the history of the Blacksmiths shop in Bamburgh, the castle replied and said they didn't keep any information locally but that Newcastle Library and Council offices had their records, but if I dig up anything showing a long-standing connection, please keep them informed as they are always interested in new displays.
However, I've recently got some information from someone who is related by a common ancestor, which I've been checking out. Turns out that David Knox's grandfather was also a blacksmith, but he emigrated from Wooler to Boston, US and did very well for himself. He invented machinery that revolutionised shoe production and he was the alderman and then mayor of Boston and was also on the waterboard. So that has been very fascinating indeed. I've also been quite pleased to see that I've now firmly placed the Knox's lineage in Selkirk, Roxburghshire, which means that it is a possibility that we are descended from the Macfarlane Knox's, which once again is quite interesting and gives me hope that researching this line might be a hobby for some years to come. I'm trying not to get too carried away though and I'm trying to consolidate all the information I have for the generations I was originally working with to make sure I don't make any mistakes further down the line.
