That's kind of one thing that bugged me a bit-Yoda senses Anakin's pain/rage, and Obi-Wan wonders why Anakin is on Tatooine. Yet we never really see them ask Anakin about that (Even in the EU/Clone Wars). Yoda also seems to be sensing Anakin and Obi-Wan's argument about Padme in the gunship during the AOTC battle. Guess they were too busy with the war to ask him what was going on?
I think in the ROTS novel Obi-Wan at least knew that Anakin's mother had passed; and of course film-wise he knows to deliver Luke to the Lars family instead of Mos Espa. There's also a ROTS deleted scene (Although one not available on any of the DVDs/Blu) where we see the "Obi-Wan came by this morning" scene, and it's quite clear he knows something's up. (The scene was shot, there's some footage of it available from one of the BTS docs).
https://boards.theforce.net/threads/...rots.50009589/