Hmm. My apologies for the nitpickiness here, so please bear with me! Is there something special in particular about Envy's knives, that you want him to have specifically those, or is it just that you'd like him to have a weapon in general? Because he could certainly find a knife in the castle itself (probably in the kitchen or the nonexistent armory SHHH) if that's what you're looking for, which would bypass the question of whether people can take weapons in with them entirely.