Headcanon about the knights knowing
I fully believe that all of the knights knew about Merlin’s magic
Let’s be honest, he was not exactly subtle about it
Arthur’s the only one who doesn’t know
And all the knights think they’re the only ones who know so they never tell anyone to protect Merlin
Gwaine found out after he and Merlin were jumped by some bandits once whilst walking in the forest. Merlin was off to the side whilst Gwaine fought. One bandit had taken off after Merlin and Gwaine turned around, ready to save his friend to find that the bandit had just tripped, knocked himself out cold. But Gwaine had seen that root move, Merlin had been looking at it, and it had happened before as well
Leon was always looking out for his friends, constantly watching them in a battle. Checking for signs of fatigue or struggle to help if needed. That’s how he noticed Merlin’s eyes flash gold and a branch swing into the face of Merlin’s attacker
Elyan and Percival pieced it together around the same time. Merlin would start at the side lines and somehow always end up in the middle of the fight and come out with nothing more than a scratch. At first it just seemed like a stroke of luck, but it kept happening and happening and happening until is surely couldn’t be a coincidence at all
Gwen can of course be included in this. She had suspected all along. Time and time again, Merlin would somehow get himself into ridiculously complex and risky schemes in which he should either be dead afterwards or in prison, and yet he always turns out fine, always there to save the day. It seemed obvious to her, but she would never corner him about it
Learning that their friend had magic helped them battle the internalised magicphobia that they had been brought up with. They had been told it was evil and dangerous and any sorcerer deserved to die. And then they would look at Merlin, realising that none of that could be true if their friend had magic
And so none of the knights ever went to Merlin about how they suspected he had magic. What if he got scared? Ran away into the night because he thought he would be executed?
And so Merlin never knew that they knew, left to feel alone with the burden of his destiny