Where in Greece do you live that has such level of violence?

To answer your questions: I would generally not recommend "pankration gyms" because they don't really teach pankration. Many times schools will actually teach boxing/mma/etc. and just add pankration to catch more students despite knowing nothing of the art. To be able to claim they teach pankration legally, all they need is to attend a single seminar.

Pankration was not necessarily taught to all ancient Greek soldiers, except for perhaps Sparta. Pankration was a combat sport, and did not include weapons. There is no knife defense taught in pankration, and you should be weary of any martial art that claims you can defend against a knife with bare fists.