His dialogue with Ezra seemed indicative of such, imo...
Thrawn: "Who deserves what is irrelevant. What matters is who...has...power... But that is something the Jedi won't teach you, so I'll take you to someone who will." *brings Ezra before Palpatine*
Couple that with Thrawn's preceding dialogue about the Jedi and the Force, along with the portion of the Jedi Temple Palpatine had moved to Lothal(which Thrawn was obviously aware of), and there's really no way that he didn't know about Sheev's alter ego as a Sith Master.
...Which further suggests that Thrawn has deduced Vader's identity as well, but I suspect that will be one of the central themes in the upcoming novel.
"A great tactician creates plans.
A good tactician recognizes the soundness of a plan presented to him.
A fair tactician must see the plan succeed before offering approval.
Those with no tactical ability at all may never understand or accept the plan.
And when a mind is too deficient in understanding, the resulting gap is often filled with resentment."