To the best of my knowledge, the issue is never directly addressed. The rules, on a quick scan, appear the same as in 3.5, where this issue has been debated some as well.
The long and short of the argument is this: the statement in shadow evocation et al. is that someone who knows that it is fake does not need to save. Nothing says he does not save or may not save, just that he doesn’t have to. This is taken to mean that this is optional, and effectively someone in this position has the option of automatically succeeding on his save the same way you typically have the option of failing any save. You may, according to this logic, choose not to automatically succeed, and then, since you are now attempting a saving throw, choose to automatically fail.
Strict-RAW, this seems most accurate, though it definitely takes a few steps to get there and it’s clearly not written out explicitly. Still, the language, whether it was intended to be or not, is precise: it waives a requirement to save, it does not add a requirement to not-save.
Whether or not you should rule this way in your game is more dubious. Shadow evocation et al. are rather useful, particularly for this feature. In 3.5, greater shadow evocation was typically used to cover the loss of contingency due to the banning of Evocation as a specialist wizard. In Pathfinder, this is less of an issue (since banning is no longer so absolute anyway). Most of the time, shadow evocation et al. are most useful when the drawbacks of using them (the Will save, the quasi-reality) don’t actually affect the functioning of the spell, which is precisely in this case: buffing. Ultimately, it becomes yet another powerful and flexible tool in the wizard’s toolbox, and he’s already got a ton of those. Shadow evocation et al. are’t the most powerful of them, but maybe it’s worthwhile to you to start paring down options where you can.
There's nothing RAW that indicates that players would know whether or not a creature is affected by most spells, though presumably in the instance of Ray of Sickness, players could infer whether the spell had taken effect based on a creature's behavior.
Does the hobgoblin captain slump for a moment, resting on her spear? Does the shadow demon react at all to the beam? Those are probably telling.
Zone of Truth appears to be a little different since the caster explicitly knows whether the target succeeded or failed the saving throw, which can only occur if the creature is affected by the spell in the first place; a creature which isn't affected by the spell never makes a saving throw. In this way, the caster would know if the hostage weren't affected, if only circumstantially; instead of having succeeded or failed to resist the spell, the Rakshasa would effectively be invisible to the spell, which would surely be suspicious.
Best Answer
Yes and No, the caster knows whether the spell has succeeded, as long as the spell isn't an area of effect spell.
So the caster can *sense* whether the target succeeded a save against a Charm Person spell, but not when using a Zone of Truth spell
PRD: (emphasis mine)