You can do the upgrade from your 4.4.2 KitKat, already rooted with Peppe130's method, as described here. You need Mobile Odin Pro and Odin 3.09 for Windows (this is the version that worked for me, I can't say whether different versions work equally well, they might). You also need the bootloader .tar for the version you are installing. The tar needs to include 6 .mbn files, aboot, rpm, tz, and sbl1-3.

See more at: http://idroidhorizon..com/2015/03/rooted-stock-lollipop-501-with-knox-0x0-for-Galaxy-S4-I9505.html

Bootloader .tar for the OB7 firmware

Download Link: http://idroidhorizon..com/2015/03/rooted-stock-lollipop-501-with-knox-0x0-for-Galaxy-S4-I9505.html

Procedure for installing stock Samsung Lollipop firmwares with Knox 0x0. (I9505)
Download the firmware and the latest SuperSU v.2.46 , and copy both of them on your external SD card.
Factory reset your phone, and only install SuperSU and Mobile Odin Pro from the Play Store (you can obviously backup what you want beforehand with Titanium).
Run Mobile Odin Pro, accept the download of the required file, and then press OTA/Update ZIP and locate the UPDATE-SuperSU-v2.46.zip file you saved on your external SD.

- See more at: http://idroidhorizon..com/2015/03/rooted-stock-lollipop-501-with-knox-0x0-for-Galaxy-S4-I9505.html