Never explained how they knew about Sergei but very likely they had Aleida's house bugged/monitored since Margo was regularly talking to her and going there. In fact, my wife and I thought it was a bit silly that Margo met him there, but there's a bunch of stuff in the season that doesn't make sense
― Vinnie, Sunday, 11 February 2024 19:57 (two months ago) link