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No, I think they thought they were real people. I like to think that their relationships are exactly as portrayed as they are in the stories; they were meant to show us Yasu's heart, and the 'image' of her heart is skewed VASTLY if we change details about her romance.
Yasu was able to keep people from finding out that she was both Shannon and Kanon, it seems. Presumably with the help of Genji, Kumasawa, and Nanjo. It probably helps that most of the time through the year, only one of them is working at the island at a time. It's only on special occasions that she has to juggle being both characters.
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