Just think about the conversation when Varian is briefing Anduin on Matters of State in preparation to take eventually take the crown and he reveals the fate of Bolvar.

I’m not even sure either of them know about Bolvar’s true fate. Only Tirion and the champions who killed The Lich King saw it firsthand, and each of them know the consequences if even a single other person were to know the truth.

Both Jaina and Varian are shown to have known by the events in The Shattering:

“He took Bolvar’s death hard. Very hard.”
At the name, Jaina shifted uncomfortably.
“I realized how close they had become while I was gone. Bolvar was like a father to Anduin.”
“Does… he know?” Jaina asked quietly.
Varian shook his head. “And I hope he never does.”