Anakin and the Jedi knew there was a Darth Sidious by name (but not who it was) since AotC
, when Dooku told Obi-Wan about a Dark Lord of the Sith named Sidious who controlled the Republic Senate. He finally put together that Palpatine was the Sith Lord (after ignoring the metric fuckton of breadcrumbs that Palpatine dropped for him beforehand) when Palpatine told him about how he could only save Padme by joining him and betraying the Jedi.
He should have known the extent of Sidious' control of the Separatists by the fact that he just called them up and ordered them to stand down their droid armies and wait for Anakin on Mustafar, but since Anakin didn't pick up on the massive hints by Palpatine during the Cirque du Mon Calamari sperm penetrating the egg hovering water show or the fact that he had a giant dark side vs light side battle frieze
hanging in his office (apparently the Jedi thought it was paying them respect) along with other Sith artifacts, who knows? Anakin and the Jedi can be real dumbasses sometimes.
One of the books I missed probably goes into more detail about what Anakin knew or not.