In ROTJ, Vader says..."Your feelings for them are strong...especially for SISTER. So you have a twin sister."
He didn't mention Leia by name. And when they were in the docking baby and Vader was dying, he said "tell your sister you were right about me". Still no mention of Leia.
Did he really know specifically that Leia was the sister ? I don't think so.
*hands Ush a tissue* It's canon people, not cannon ! Thats something they shoot you out of at the circus !!!!