Hi Brother, we have a good Thousand Sons player in our friendly modeling & painting-driven meta (we both previously came from a competitive meta) and he had the same observation as you: the Thousand Sons-specific units are great against infantry, but not against tanks/Knights/etc. He basically told me about the exact same issue you've already found (so good job, very astute of you to notice in advance, you're ahead of the curve). His finding was precisely as Brother Archaeinox said, that psychic powers weren't enough to take down heavy vehicles efficiently.
So I'm sharing his hands-on experiences a bit, as an active Thousand Sons player. He did have a regular Sicaran (he previously got it for a Word Bearers army iirc for the Horus Heresy/30k/AoD games, just test-drove it for Thousand Sons). I believe he used it against other players, but he was still looking for more firepower, so that suggests he found it wasn't enough. I haven't seen the Sicaran Venator in action, but I know it has a funky Wounding mechanic for Chaos; maybe that's the best choice, especially against Knights in particular, I don't know, but maybe you're onto something here.
I really like Brother Archaeinox's suggestion for Contemptor Dreadnoughts, for the trifecta of gameplay, theme as well as modeling reasons for Thousand Sons. The Thousand Sons have their own Contemptor designs and imho they look pretty great and would make great centrepieces. I think they had a points drop recently, making them even better bang-for-the-buck than before. The go-to loadout is double Butcher Cannons, it seems, in fact this is what makes people consider them. This would probably be the option I would choose if I were in your position, I think, I'd get at least 1 for every 500 pts or so (i.e. for 1,000 pts game, I'd take 2, for 1,500, I'd take 3, roughly speaking).
Since we're on the topic of Dreadnoughts, maybe you'd consider the Leviathan Dreadnought as well. It doesn't quite fit Thousand Sons quite as well though perhaps, but it's the envy of many a player.
So what did my friend ask me and what is the option I myself am known for? It's a type of mini-Chaos Knight known as Wardogs (previously known by their Loyalist name, Armiger Helverins):
I actually play Nurgle Daemons/Death Guard. I've converted these to look more Nurgle-themed as a result, but as of this writing, there aren't any actual Nurgle-themed game mechanics in their rules (I'm hoping for something in the upcoming Psychic Awakening book, Engine War, but it's no biggie). I have 2 of these and they're quite popular. It's because I think they're considered the most-easily-accessible, best-bang-for-the-buck for sheer firepower by tournament players here. Maybe it's because they can easily be drawn from an allied Lord of War Detachment and they bring things like Chaos Daemons...who generally lack good long-range weaponry...a easy way to get them. I don't know how your meta views allies, though; usually, it's not at all a big deal, but some feel it's better sportsmanship to just draw from 1 Sub-Faction.
But my Thousand Sons friend was very curious about this because they had a points reduction awhile back and they were always quite good. I think the only thing that holds him back as a pretty creative guy is that he wants to convert his in the same way I converted mine and he hasn't quite worked out how he should do it yet because he has high standards for himself (but don't worry about that; this guy painted a portrait of Ahriman, like an actual painting, just to get his mindset into Thousand Sons).