TSIG not supported on NOTIFY messages
It looks like there is no actual TSIG support for NOTIFY messages, both in master and in slave mode. Outgoing notify messages does not contain any TSIG RR. Incoming notify messages are accepted without TSIG even if there is a key configured for the master server.
Although there is no real danger in not securing the NOTIFY messages, current behaviour of Knot leads to various interoperability issues with other DNS software like BIND or NSD3.