Ha! You're not going nuts! You're just getting in tune...plugged in!
I have had loud voices too (and others here have too) - and I have also had the loud knocking. To me the knocking is definitely a verrry subconscious part of myself trying to get my attention: let me out! Hey there - pay attention to this/me/something down here wants you to recognize what's going on! That sort of thing.
At the times of the knocking I wasn't sure what it was...but in hindsight it's easier to see what was in my subconscious/unconscious that was trying to be heard.