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I can't seem to find a definitive answer to this, but after reading Watchers of the Throne, the Custodes not only know who they are, but how they fight.

Who knows about the Grey Knights? Are other Ordo of the Inquisition (Hereticus, Astartes, Xenos, etc) aware of Ordo Mallaeus's secret Space Marine Chapter?

We know that Titan makes Nemesis Force Weapons, and everything else is made by the Forgemoon of Deimos (which has a near complete STC) and has a Mechancius Knight House (House Steel) which swore an oath of silence and support to the Grey Knights.

So, some Mechancius knows about the Grey Knights... but who else?

Are the High Lords aware? It's all very confusing.

Seeing as the background for thr Grey Knights is one of the worst for consistency, there is no straight answer.

We've had entire Astartes strike forces mind wiped then Uriel Ventris and Sergeant Lysane are allowed to keep their memories.

Armies if Imperial Guard are put to the sword to prevent their fall to Chaos but the Krieg Regiments after Vraks just kind of leave and move to the next warzone.

And now in the Era Indomitus there's a giant tear in reality across half the galaxy and the forces of Chaos pretty much manifest wherever they want. Kind of hard to keep the secret Daemon Hunter Chapter a secret at that point.

I can see there being a few different levels here.

Knowledge of the existence of Heresy is widespread, and the basis of population control on many worlds. In the absence of widespread education, then rumour and superstition will be rife across all human worlds which will assist in generally supporting hunting down heretics, but will probably really muddy the information water on the exact nature of chaos. There is a pretty low bar in the background for mutants to start cropping up as well, so everyone will be on the watch for "twists", and generally "knowing" that they are bad.

Similarly, that fact that individuals can "do magic stuff" must be well known and all citizens are empowered to inform to the relevant authorities about any such occurrences.

However, the specific nature of Chaos, how it works and the details of each of the 4 main gods will be less well known. This is supported by the position set out in the Cain books regarding knowledge of Imperial senior Guard staff.

The trigger for mindwipe can be hand-waved as relying on some very specific things happening. For example, in the Tanith books, they find themselves fighting across blasted wastelands with chaotic runes actively corrupting troopers and weird magical stuff happening regularly, and whole regiments are not purged for that reason. However, for maximum grimdark impact, there are cases where whole battlegroups are purged for some related reason. I imagine its also similar to exterminatus. Theoretically any Inquisitor can call for one, but they might not have the political clout to actually get the operation started. /Same with mindwipe and execution of witnesses. Poor old Blue squad who's 8 members happened to see the wrong thing, easy. 34th combined army group consisting of 1,000,000 men, responsible for holding a critical location against imminent attack, harder.

Similarly, I imagine that anyone with a general knowledge of Inquisitorial Ordos will understand that Ordos Malleus has a Chamber Militant. Exactly who those troops are, and the details of their base, training, make-up and equipment, will be more secret.

Very few people in the 40k universe will ever see a space marine, let alone a Grey knight. As long as people on relevant missions aren't going around announcing who they are and exactly what they are doing, most witnesses will just see big chunky bois smashing the bad guys really hard, hooray!

I would imagine that the High Lords would know most of these things in concept.

Very, very few. Like….pretty much no-one if expressed as a percentage of the Imperium’s population.

They’re not deployed Willy-Nilly, being so incredibly few, and so incredibly specific of purpose.

The Ordo Malleus Inquisitors probably have the highest percentage of peeps in the know. But I doubt every Inquisitor will be privy.

It’s not that they’re super secret squirrel (I mean, they are, but), just so much the occasions on which their deployment is truly required are comparatively few. And even then, as they tend to teleport into the very worst areas? Hardly anyone in the same theatre is going to see them in action.

For those that might see them? They likely can’t and won’t be able to know they’re any different to regular Space Marines. They’re just ultimate ass kickers that arrived, smashed the enemy to teeny tiny bits, and then nicked off again as quickly as they’d arrived.

In short? The number of people that actually need to know they exist are very few. And of those that might see them about their wetwork? If you survive, and aren’t executed on principal or mindwiped? They’re Just Astartes.

And don’t judge the summary execution of survivors too harshly. The Grey Knights don’t deploy lightly. And so the chances of corruption are going to be higher, simply because if it’s a situation the Grey Knights have to handle? It’s about as bad as it gets.