Darion Mograine is a pretty big exception though, since he’s the de facto leader of the Ebon Blade until you finish the campaign. I’d assume he’s more privvy to such happenings than any other member of the ebon blade.
And furthermore, it’s dubious whether it’s -orders-, -suggestions-, or -direct mind control-; Due to the way WoW works (where no matter what you play you can’t -refuse- to do a quest), it’s uncertain just what level of influence the lich king really has.
But you don’t see any other character directly interacting with LK, leaving the possibility that while they may know he exists, that his grasp doesn’t really go beyond what -I assume- is the canon wielder of ‘shards of frostmourne’.