I believe KTN can be added at the time of online check in.
It also appears on my bookings if they were made on Expedia (where I have it saved in my account). I beleive it can also be added at initial booking on flysas.com. However, AFAICT it cannot be added after the booking is made (until online check in). So, just relax and wait. FWIW SAS online check in always worked fine for me.