You can actually sign with anything that has your keys in it to generate an address… i.e. with Sparrow, Nunchuk etc. You don’t need to use Knots. But it would give an error if that address is not generated by the (generally unused) hot wallet inside Knots.
You don’t need them. You need a Bitcoin address, in a wallet, and to click on wherever this is a “sign message” menu item or button for that wallet. You give Ocean the bitcoin address for onchain payments, then the Bolt12 (unrelated to the Bitcoin address)