My guess is that people in the Underworld are tuned into the Living World and know what’s going on? Though, that doesn’t jive with some of the things they’ve said about Milah and Emma meeting.
The other thing is that the residents of the Underworld could have exchanged plenty of conversations with one another. James could have very easily gotten information from Cora, for example. Hades himself also could have spread information around.
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