I believe during the scene where she attempts to kill the Avatar, she states that she didn't actually believe it could be true having seen how close they are to Chrom/everyone else. So while she got the hint, she seems to have felt it couldn't be true.
Also, I'm new to the forums, could anyone tell me how to spoilertag? It's been like four years since my last foray into a forum setting and I've totally forgotten how everything works, though I did figure out quoting.
More on-topic, Nah/Brady weirded me out, what with the kiddie way it was presented. I don't wish it couldn't happen, though, just that it would happen in a less...weird...way (ditto Inigo's with her, IIRC).