More than likely, also we don't know exactly when the Shadow of Lasciel got it on with Harry's alter ego. Up until her complete break, which was just at the end when she sacrificed herself for Harry, Lash was still in contact with the coin. Let's not forget her final try to get Harry to accept the coin in White Night, so Lasciel would have known about the sex, most likely encouraged it, and yes, knew about the pregnancy as well.
That wasn't a thing.
Id!Harry directly states in Skin Game that Bonnie was 'conceived' by Lash sacrificing herself as an act of Love.
Though I suppose that might be another way she could have known- to an entity like her, what happened in the Raith deeps was probably as obvious as 'insert tab a into slot b' would be to humans.
I bet that's why nobody told Harry about his condition-
Bob: "What do you want me to say Harry, you can't keep run around making loving self-sacrifices unprotected and
not expect this to happen. I mean honestly..."