Splunk does not store knowledge objects in any index. Knowledge objects are contained in .conf files and .xml files that are stored in the directory hierarchy under $SPLUNK_HOME/etc
Shameless promotion: there is an app on Splunkbase called X-ray Splunk which collects information about the knowledge objects and presents it in a variety of dashboards. It doesn't seem to work yet on all OSes, but it is free.
Have a look at this ans.
Let me know if this helps!