Seeing as Ralsei knows about (You), keeps secretly talking to Kris about secret shit over and over again, and knows the Knight isn't doing this just to destroy the world, it's not too big of leap of logic to assume he knows that Kris and the Knight are working together
If anything, it would be weird for him not to know. Why wouldn't such a major plot revelation be covered in the prophecy? If such a thing was unforseen it would actually make what Kris is doing a break away from fate, rather than continuing down the fated path like we assumed