Recent advances in multi-agent Large Language Model-based code generation enable collaborative software development through role-specialized agents. However, failure localization of code generation remains challenging due to inter-agent dependencies and solution-path multiplicity. Consequently, existing prompting-based localization methods exhibit vulnerability towards semantically valid but non-canonical strategies. To address this, we propose FLKR (Failure Localization via Knowledge-guided Reasoning), an self-supervised framework that combines behavior encoding, knowledge-strategy alignment, and consistency scoring for solution-path invariant localization. To evaluate, we also introduce COFL (Code Oriented Failure Localization), the first expert-annotated benchmark for fine-grained failure localization. Experiments show FLKR outperforms state-of-the-art prompting-based baselines by up to 14 points in Fault Localization Accuracy and 45 points in Top-1 accuracy, with strong performance in divergent, real-world, and refinement-critical cases. Such results demonstrate that our proposed FLKR generalizes well to real-world software development scenarios and opens up a new direction for failure-aware refinement recommendation by providing precise and interpretable responsibility signals.