I hhave not long owned a 2006 wrx wagon, and have noticed at low speeds a slight knocking noise, been told by one person thats normal because of the 4 wheel drive but im not buying it, any help?

Rear  shocks!!...... can you tell/feel where the knocking could be coming from say front/rear of car?, does it happen going over bumps?. or when reversing?.

From the front, had it looked at and had a loose bolt at the end of the anti roll bar where it all meets? Does that sound about right? Havent heard it since but having brake issues aswell now so not sure if they are linked

Yeah drop links are a common thing to cause knocking. Either by being loose or just knackered, cheap and easy to replace. Your braking issue won't be linked, what sort of issue are you having?