When you enter Diagon Alley which is in The Studios one of the entrances to Knockturn Alley is just after the entrance to The Leaky Cauldron........and the other entrance is further round.
Pass the dragon to the left and go all the way down, the entrance is on the left.
It is easy to miss and to me, it looks like an area you are not suppose to be in.
The first time I was in Diagon Alley, I saw it, but assumed it was an employee area. It is nice and cool back there too.
When you go in to Diagon alley, it is to your left. If you miss the first entrance, just keep going left and you will find the other opening. The bathrooms are across from it and the umbrella that you can make rain on.