Is this sentence truly a fragment?

If you are saying to Bob that some resource is unsupported, your sentence is grammatical and the tool just can't tell. Another way you could write it would be:

To my knowledge, Bob, that resource is currently unsupported.

You are interrupting your statement to indicate, as an offset, who you're speaking to.

All that said, is it actually necessary to include Bob in this sentence?

Add a comma and you're ok.

Bob, to my knowledge, that resource is currently unsupported.

Those mechanical grammar checkers aren't very reliable. Always check with yourself or another human being.

It is not a fragment -- it's a complete sentence. The subject is "resource" (modified by "that"), the verb is "is", and the subject complement (or predicate adjective) is "unsupported" (modified by "currently"). "To my knowledge" is an adverbial phrase modifying the verb. I'm not sure how to describe "Bob" as part of the sentence structure, for it's been a looong time since eighth grade.

I suspect MS Word got confused by "that", which often indicates the start of a dependent clause. (As "which" did in the preceding sentence.)

Anyway, it is a complete sentence, but it's not a pretty sentence. I'm not sure how to recast it more gracefully, though. I might add a comma after "knowledge" -- but I tend to over-comma, so you should get a second opinion.