There's a couple options, since I don't believe this is covered in the story itself.

Option 1, which is the simplest, is that Sayo didn't know in Prime, but Beatrice knows. There are two sub-options for this: one is that she knows because she is a witch (less likely, as she doesn't know that Sakutarou isn't handmade) and the other is that she knows because she is written by someone who does know - Tohya.

The idea that Beatrice knows because she was written by Tohya in 4 is one I prefer, primarily because it also ties into how I view the scene as Tohya grappling with his identity (Battler or Tohya) as well as his past, and how finding out that his mother was Kyrie affected his identity.

Option 2 is that Sayo had Genji investigate the Ushiromiya family for scandals/secrets, and he found out for them.

Option 3 is that Kinzo was somehow aware of the swap, and because of this, Sayo became aware of it (maybe he shared this info with Genji and he told Sayo).