It's really rare, but maybe you could find a dress with a lower waist, such as a Victorian Maiden OP.
You should also look up the "robe de style". It's a little more doable with lolita fashion. I think if you found a floral JSK and wore some 20s themed accessories, such as a long string of pearls, bobbed hair, and a headband?
If you look for tea-length dresses, such as from Innocent World, Julitte et Justine, or AatP, you can definitely find a dress that is long enough. For example, here is a
JetJ tea length dress, so it'll hit under the knees. It's not sweet, but I think you'll find a really hard time finding purely sweet dresses that hit under the knee. I mean, AP's hemlines have risen so high that they hit mid-thigh on their 5 foot none models.
Another solution is to just buy an underdress and long petti and wear it under whatever dress you like.
It's kind of weird that dresses have to be long, though. The 20s are known for raised hemlines, to up to almost knee-length, so...