I've seen posts on these forums with people using Kali Linux on a Mac, of course there could always be a bug with the most recent version or the current download is corrupt...verify the hash to make sure the .iso is good.
The USB stick is the weakest link.
FYI, I never recommend dual booting using only the internal drive because people almost always find out one or both operating systems doesn't have enough room, or they no longer want the second OS. Fixing this requires modifying partitions again which is always risky and many times will involve needing to start over completely.
If you want to use Linux on bare metal, then install Linux to an external USB3 SSD which should minimize the risk to the main internal boot drive. Otherwise installing Linux into a VM is a good choice depending on how it will be used and the system resources of your Mac and it minimizes the risk to the main OS.
Just make sure to have a good backup in case something goes wrong.
As for Knoppix, you may want to try v8.6.1 to be safe if it is still available. I've only tried using the v9.x series a few times and not sure if the issue is with Knoppix or the hardware I was using at the time. Unfortunately I don't have much free time to experiment these days to confirm.