I think we were supposed to assume that...she was somehow kept safe by the fact she had the phone, which in turn had the contents of something that was related to the terrorists? IDK. They sort of let us assume she's been working with Moriarty when she texted him the plane, but beyond that, we don't see much indication on that front.

I want to! I just need to actually sit down and make myself learn it. And probably getting proper knitting needles would help XD