She met the duchess first at the cemetery, the duchess knew immediately she was a girl but didn't know she was the adopted child and she didn't know she was the duchess either. The family found out at a festival they went for. She was even kidnapped because she ran out after they found out

The mother found out first because the son told her himself when she broke down after she was told he died when he was baby

Li yu is into some shady business(smuggling) and that's how he got the money. His brother will find out and tell Jian Suiying about it.

Spoiler text. Yulman helps with the investigation and the red stone was divided into pieces, part of it was given to the emperor(Kishiar's brother),he gained powers too but with a lot of difficulties