Long
You want the option to knock in, and want vol to be high when it knocks in as you will be long a vanilla call option a that point. Put together, your vega profile across spot will increase as spot moves down toward the barrier level. This means you are synthetically long low strikes, making you long skew (assuming that the smile in the underlying is bid for puts). Additionally, once this option knocks in, the call you will be long will be a high strike relative to the at-the-money point, so you will knock into a long high side vega position once the barrier event happens. This implies you are also long flies on the underlying. This also means that in the blended local-stochastic vol model, you want your blending factor to weight the stochastic vol process over the local vol process, because in the local vol process the high side vega you will be long will be worth less as the risk reversal will grow larger in favoring puts over calls with a move lower in the underlying (in the stochastic vol process, the risk reversal would remain constant). So you also have exposure to the model dependent greek which controls how stochastic vol and how local vol your process is.