You are looking for: Thor: The Dark World Prelude. It is a comic book set documenting the events after Thor, leading up to The Avengers, then bridging the gap to Thor: The Dark World.
To quote from the Wikipedia article (the first link) describing the comic:
"...One year [after the events of Thor], with The Realm Eternal still in repair mode.
Everyone has pressing concerns about looming conflicts with the
Trolls, Marauders, Badoon and Ice Giants and have seemingly forgotten
about Loki, having written him off for dead. Except for his mother
Frigga who uses her powers to locate her foster-son in Chituari space
with Thanos, The Other and their army. It's Frigga who alerts Odin and
Thor to Loki's plan regarding the Tesseract..."
So Thor knew about the plan through his mother, who had located her son Loki and understood, given his location, what his plans were.