You can't mod in a new skill, nor can you allow dwarves to use the existing knife skill in Fortress mode. There is, however, a modding trick involving ranged weapons and ammo I can't quite recall that allowed your dwarves to use any weapon skill they want, though getting them to use the damn things would require no less micromanagement than simply setting the knives to use the SWORD skill and preventing your knife-wielders from using normal skills.
Your craftshop should already have the option to make the knives from obsidian. To make them out of other stones, you'll either need to make seperate reactions in the Smelter for each stone, or wait until the next version when we'll have better workshop customization.
I'm not sure why the zerglings aren't showing up in Fortress mode, they seem to have all the tags they need to show up and they don't have any tags I know of that prevent them from showing up. If they're ambushing you in Adventure mode, you're probably just unlucky; try changing their biome to something specific, removing all of the creatures that inhabit that biome, and embarking there a few times.
I'm not entirely sure what you mean by that last question. Are you trying to put claws on the end of their scythes?