How do I make a Kender Knight with the gold box companion editor? It seems the easiest to start as a knight, then change the race to kender, but that doesn't come with any of the Kender racial abilities.

What you want to do is to add the "immune to fear" and "dwarf save bonus" effects and make them permanent. Someone who knows GBC might know an easier way, but the way I know is to cast a party-affecting buff spell (bless is my go-to), and then go to the GBC editor effects pane on the bottom right. You'll see blessed and the number of rounds the bless is in effect (typically 6). Change the first value from bless to either immune to fear or dwarf save bonus, and then set the time value (3rd one over) from 6 to 255. Repeat this process to add the other effect.