To my knowledge, the only previous reference to knees was knee massage to reduce leg tension. See the first 30 seconds of
https://www.youtube.com/watch?v=gDOGDkTOtyg . After the FS performance at Ondrej Nepela we saw Alexei massaging both knees. Any massaging of the knees can be attributed to this purpose. The cramp is more likely what we saw today. Watch Yulia and Alexei after the performance, beginning at about 9:10 in
https://www.youtube.com/watch?v=bc5cttCxAOM . We have seen many examples of Yulia reacting to bad performances when with Eteri. What we saw today is nothing like that. At one point Alexei gently nudges her with his elbow (just before he waves to the camera). There is an element of disappointment, but I see nothing more. I will go out on a speculative limb with the idea that they knew whatever happened was very possible, but went ahead for two reasons. First, she might get through the program without incident. Second, whatever was wrong, it was not threatening. Certainly a cramp is not harmful but pain and muscle paralysis can make functioning impossible. Cramps are usually brief but potentially episodic. That also agrees with what we saw, where she was unable to skate, but a few seconds later she was functioning well. I know that Alexei would not have risked serious injury, and had it been something serious she would not have had any choice but to stop. The cramp (or whatever) occurred, so they adjusted according to a strategy they had earlier decided on. There is nothing in their behavior during or after the skate to suggest this took them by surprise. Alexei tried to send the message to us by waving with a slight smile, but we aren't listening/watching. Alexei really is good with Yulia, she takes adversity in stride because she understands and trusts. Remember this recent message to us all: Проблемы? Заходите, родные! Сколько лет, сколько зим...

(Problems? Come, dear ones! How many years, how many winters? Yulia is in this for the long haul.