Sayo definitely knows Utena is Baiser.

Which one is that? Azul?

I think it is the blonde with nasty pussy mouth :))

It's Azul, previous chapter page 8.

Though I'm not convinced she actually knows.

Doesn't Kou coming back to save the day like that cheapen Aoba's "arc" in the first half of the chapter (and those before)? She seemed to be stepping up to the task only to end up still being saved.