Re: Did Vader ever fathom that Palpatine was Darth Sideous?
That's not the message Obi-Wan is going to take away from that conversation. This is not the point in the timeline where Palpatine is ready to reveal himself.
As Mace put it in the ROTS novelization, "The only reason Palpatine himself isn't a suspect is because he already rules the galaxy." And he had been for over a dozen years at that point. Given the history of previous Sith Lords (Naga Sadow, Exar Kun, Darth Revan, Lord Kaan), they figured if Palpatine was a Sith, he would have lost patience/subtlety and tried to make a move to seize total control years ago. He was essentially FDR circa 1945 (minus the annoying cerebral hemorrage) at this point as far as the galaxy was concerned. What they were suspecting by the early part of ROTS was that Palpatine had been in office too long, gotten too used to the trappings of power, and was starting to look at ways to stay in power permanently while keeping the Jedi and Senate in check. IF there was a Darth Sidious around, he could be acting as Palpatine's Karl Rove/Valerie Jarrett.
They didn't WANT to believe that a Sith Lord could have been running the Republic for years right under their noses. It was simply unthinkable.
You get hurt, hurt 'em back. You get killed, walk it off.