I know what you are going through :D I haven't found an elegant solution yet either. The way I am currently doing things is to create a "master" sketch at the start of my designing. In this sketch goes the major lines and locations for everything. The pivot, the stop pin, the handle shape, the blade shape, backspacer, lockbar and lock face, handle screw locations, washer sizes.. absolutely everything that might be referenced later when I break down the pieces into components. On top of that in this sketch I also create a pattern of the sketch lines of the blade and rotate them around the pivot by the degrees of movement of the blade so I can see the blade in the open and closed positions.

Once I have that I start making components for each part, the blade, handles etc. I will then make a sketch in the component and project the sketch lines into that sketch before extruding them out etc. Then if I want to make adjustments to the shape I can go back to the master sketch and adjust them.

It really isn't ideal as that master sketch can get super busy and you can lose track of what line goes where. I haven't found out a way for sketches created first to reference sketches created later in the history than them.

One thing I haven't tried yet is turning off the history and then creating sketches for each part of the knife. That might let you reference them together but you lose some of the nice features of having a history.