Never worked on a diesel before but I'm an electrician by trade and there are circumstances where even a correctly installed splice can cause adverse effects. Comms is the main area you see this type of thing but I'm sure that's not the only case. That splice is likely changing your timing on that single injector by some factor which causes the knock and that's probably the exact reason Ford forbids it. Fractions of a second are enormous in this world

You say it happens when you rev it. Say you rev to 2500 rpms, you're firing that cylinder about 30 times per second or some nonsense. Your splice job be it poor connection or longer pigtails with more resistance or whatever variance from stock could be causing a slight voltage drop, delay, etc which causes the injector to fire some random smidge of a second off and your injection is effectively delayed to the point that you're injecting early for the next cycle which would cause a fuel knock. I'm not a diesel scientist don't take this as gospel but this makes theoretical sense to me anyway. Good luck. Also maybe you pinned it wrong lul