We have a small group of knitters and crocheters -- spinners too -- who meet weekly at Bookman's (on S. Milton) every Wednesday evening, from (very approximately) 5:30 p.m. until 8 p.m. Newcomers and drop-ins welcome!
Red Rock Knits towards West Sedona is probably the closest, if you are getting down that way. I found the LYSO to be quite helpful! And I'm sad about Unravel, too. It was a nice shop.