Turtle doves isn't a sweatshop, but the cashmere they repurpose may well have come from one. They cut up old jumpers and make, for example, writstwarmers from the sleeves and cowls from the bodies. Anyone with a sewing machine could do the same, and if you don't have old cashmere sweaters lying about you might pick one up in a charity shop. There is no knitting involved.
For those who do knit, it is easy to source knitting yarn that is ethically sourced, particularly if you avoid acrylic, which tends to be mass produced and outsourced from abroad. Hand-knitted items last much longer than shop-bought ones, and can be unravelled and knitted up again as something else when they no longer fit (a child or a covid-expanding adult), or if times get hard, as it looks as though they might. It is also easy to buy British, as there is still a wool industry in the UK.