Hey Fiss, I was going to weigh in on this earlier, but decided not to since this seemed to be solved. But, I just stumbled on some reach concept art for Kat, and it shows a knife in the same location that Turbo suggested.
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For what it's worth, I re-downloaded XCOM2 on a whim last week with the Halo Reach mod and one of my soldiers has one on their hip (parallel to the ground) that I thought looked pretty good.
LOVE & JETT,
Squish