Clearly she knew enough to put the pieces together once George gave her the headline. But that's a different thing than being able to put those pieces together herself.
No doubt George would have figured it out sooner if Ann had shared with him everything Haydon said to her. But that is very hard to imagine.
Consider the hypothetical: your wife has been cheating on you for years with a series of men who each captured her fancy briefly. Lately, she's been sleeping with one of your co-workers: a known womanizer who makes a point of nailing all the new girls they hire at your job, and he is not particularly discreet about the fact that he's banging your wife on the regular. Basically everyone you work with knows that your wife is cheating on you with him. And this is not some kind of modern poly situation in which all the participants are comfortable with the arrangement and feel good about their part in it.
What must the atmosphere be like in their home, when George has ample proof that Ann cares so little for him? (They are living apart during the events of TTSS, but the other movies & books establish that this is part of a regular cycle of hers.)
In a situation like theirs, tacit rules will emerge to enable them to maintain a veneer of normalcy. Very likely, one of those rules is that they never speak of it, or even acknowledge that it's happening. You might be horrified to discover what kinds of things a dysfunctional home can tolerate through sheer force of denial.
In that kind of situation, it would be extremely inappropriate for Ann to share any information about what Haydon says or does, because doing so would puncture the illusion. Perhaps she would have broken the rule if Haydon had said something so incriminating that she couldn't fail to grasp its significance, but (1) Haydon wouldn't do that because he had no real feelings for Ann, and (2) even if Haydon handed her a smoking gun, revealing it to George would still have threatened to destroy their relationship.
I think Ann did not know, and may not even have suspected until George told her. But, once he did, it was easy for her to re-interpret Haydon's behavior in light of George's revelation.