Engines may not respond like you think, they are not designed alike.
In your case, maybe lean = hot = knock.
The lambda sensor will usually show leaner thanks to incomplete combustion when it knocks, it usually gets "nervous".
Your engine might never knock at such low revs, there is perhaps not enough volumetric efficiency ("torque") down there so in your case you can push the advance beyond peak torque ignition advance, which is hard on the piston, wrist pin, rod and rod bearings. You need to hook the engine/car to a dyno in case you can't realise this while driving the car. However, do this at 4000-5000 rpm and you will probably hear knock before this happens - unless the engine has a super low compression ratio to run on shit quality fuel or massive boost with shitty fuel.