Your party is in the middle of a classic movie plot, where the team has an initial setback caused by a failure to work together effectively. Take heart that these stories have happy endings.
Real feelings come first
Your players seem to be really sniping at each other, and you want to make sure there are no ill feelings after people step away from the table.
Many experienced players can really get snide or even downright nasty in-character, and then stand up from the table and laugh about it. Other players, though, might get their “real” feelings hurt by comments about their character’s performance.
Please keep an eye out for this. If your players are getting truly upset with each other as people, not just as party members, you should take a little break from the game. Have a little fun with each other doing something else, until everyone cools off. (Maybe watch one of those movies with the teamwork theme.)
So they really like your knight...
A common trope in the “Learning to work together as a team” plot is the wise outsider who helps the team overcome its problems (The Sphinx in Mystery Men, the Vision in The Avengers, Gandalf in The Hobbit/LOTR, etc.) In your case, it’s the knight who came to their rescue. So yes, use the knight to help solve your party’s teamwork problem.
In and out of game issues
You now have 2 voices to deal with the bickering issues: your knight for game issues, and your own voice, for out-of-game issues. If things seem to be getting personal, use your own voice and step back from the game.
“Sir Coach-a-lot”
You want the party to be able to stand on their own, but right now they are teetering. Let the knight coach them along until their are ready to act alone.
Your knight might tell the party, “I am really getting too old to be an adventurer. But you are such a promising team. If you can rise above your current problems, I feel you are destined to do great things. Should you so see fit, I will try to help. May I accompany you for you next journey?”
This lets you model a humble spirit of teamwork, and sets the expectation that the knight’s help is for a limited time. The knight’s goal is not to become the leader of the party, but to make them capable of leading themselves.
Coaching, not Commanding
Feel free to give general tactical advice in the voice of the knight. The battle at the city wall might have gone differently if the party had hit the enemy a little harder early on; the knight can explain how important it is to gain the upper hand.
In battle, keep the knight’s advice as general as possible, ultimately devolving to simple encouragement, a la, “You know what do do!”
You might give your knight a heart-breaking backstory themed failing to save a companion, and how he has worked to redeem himself. The moral of the story being: Everyone makes mistakes, sometimes leading to calamity. But resiliency in the face of adversity is the true test.
Model Resiliency
Your knight’s prime purpose is to change the tenor of the party to one where the characters support each other instead of blaming each other when things go sideways. Let him be almost relentlessly supportive of the other characters, and relentlessly humble about his own accomplishments.
When a character snipes at another (“Aren’t you ever going to cast a spell?”) he might simply rephrase it in a more positive way (“Your magic will turn the tide!”)
If a character does make a serious mistake, the knight can model dealing with it in a mature and humble way. If one party member starts laying into another for a mistake, the knight can intervene, “If you are going to blame someone, blame me. I promised I would help you work as a team, and I have not yet succeeded.”
Saying Goodbye
Keep the arrow of this plot pointed squarely at, “the knight will leave the party as soon as possible.” He will do so when he deems the party is ready. This should provide the party a feeling of pride, being ready to face the world on their own.
The other way to remove the knight from the party is to see that he meets a tragic end, perhaps sacrificing himself to save the party. This has the advantage of forcing the party to really stand on its own, but be aware it would permanently take away a good tool you have to influence the party.
Do whichever you feel is appropriate for your story. Just don’t feel you need to kill him to get him out of the party. The last thing you want is for his death to be the trigger that starts your party bickering again.
Best Answer
In general, intelligent creatures in D&D 5e know when they're under an effect, as long as that effect has perceptible signifiers.
See PH page 204 (which is about magic, but the principle establishes the basic principle): people under a spell effect don't know about it unless it has a perceptible effect. This means that if it does have such an effect, they should know about it.
This is a core principle of all role play, not just D&D -- players should know about stuff their characters would be able to perceive. Yes, I know this is basic, but trust me, I'm going somewhere with this.
This means that while you don't have to tell players explicitly how a "marked"-style ability (which generally signifies that the character in question is positioning themselves in a way that will let them counter-attack if the target attacks anyone except the) works, you are being unfair if you don't give them the basic description that will let them react intelligently.
If you look back at 4th edition (where the "marked" condition originated), the purpose of the "marked" concept (which, no, isn't an explicit condition in 5th edition, but is still present in concept) isn't to let a character -- PC or NPC -- do extra damage. Instead it's to help a character designed to take hits to do their job; to prevent their allies from taking damage by "persuading" foes to attack their higher defenses instead.
This means that if you rule that characters who are targeted by such a defensive ability have no awareness of it, you're letting your monsters (and PCs who take similar abilities) do extra damage, but at the expense of being able to accomplish their role.
Instead, it's better overall to give people descriptions of what's going on that will allow them to make meaningful choices; whether to attack the person who is, say "watching you closely, and seems ready to attack if you take your eyes off them for a moment", or to ignore the damage in order to get the foe out of position and maybe take down a higher value target. Similarly, it's better to play monsters that care about their well-being and have enough perceptual awareness to usually respect marks, so that PCs who take abilities like this (like Sentinel) can often do their jobs of protecting allies.
Of course, particularly if the clues here are present, but not obvious, it's entirely reasonable to ask for a Perception (or Insight, in some cases) check and base how much description you give a player based on that roll. It's also reasonable (preferable, even) to rule that some monsters (or other opponents) either don't notice a character using a feat or ability like this -- or simply don't care.
This all assumes that this is an ability with a trigger. In cases where the character has a penalty, they should have a general idea of why the penalty exists. If it's someone interfering with them physically, they'll certainly know who that is. If instead it's a magical effect messing with their aim, they'll know that, say, their attack got blocked by something invisible, or that a shot that was on target got deflected by something unseen.
Now, regarding your final question, this has a very clear answer.
Every attack a character makes during their turn is sequenced and is resolved before they make another one; even if the player says "I attack the orc three times," the three attacks are really separate. So if they get new information after the first attack (like the attack gaining disadvantage or the orc falling over dead) then they should find that out immediately and get an opportunity to change their mind about the other attacks.
Similarly, if the player says something like "I move away from the giant and attack the statue in the corner" their attack isn't necessarily wasted if the giant knocks them prone before they can get away, because the movement is separate from their attack. Once they're on the floor, they can change their mind and decide to attack whatever's in range, rather than swing futilely against the sui-distant statue.