I think they understood as much as they could at that time. Vicky had commissioned a study about it back in the late 1870s when Wilhelm had decided he wanted to marry Ella. The chance that Ella could be a carrier had defnitely occurred to Vicky by then.
Harold died at just a few days old--I don't think it was ever thought of that he could be a hemophiliac since the symptoms usually manifested themselves later than that. Marlene said once how he died, I just can't remember it.
Helena seems less of a mystery because neither of her 2 adult sons were hemophiliacs and there is no evidence the 3rd one was. There's no way of knowing anything about Louise's chances since she left no children. Of Queen Victoria's 9 children, 4 seem ruled out (Vicky, Bertie, Alfred, Arthur), 3 were affected (Alice, Leopold, Beatrice) and 2 have some question (Helena, Louise).