In UT, I don't think it's explicitly stated that Saruman knew Gandalf bore Narya (forgive me if I'm wrong, I don't have the books)- but it is implied. Whether he betrayed this information to Sauron I'm not sure. It's likely, but I doubt it would have made much difference either way if he did; what could he do without the One Ring? Gandalf himself revealed that he bore the Red Ring to the Balrog, though admittedly I didn't understand what he meant until the last chapter.
As for the second part of your question, it is most likely Sauron knew where the havens of Elrond and Galadriel were located, either through Saruman or by some other means. That he knew where Lorien is situated is certain, as his forces assailed the Golden Wood. Rivendell is referred to as the 'hidden valley' a few times, so while it may be hidden from enemies, I'm willing to be that Sauron knew at least the general area in which it is located. Once more, Gandalf provides us with a handy quote saying that Rivendell could not withstand Mordor and if the Ring stayed there, eventually Rivendell will be overrun. To me this implies that Sauron at least knew the general whereabouts - or even the exact location- of Rivendell, and could defeat it at the last need.
In the
movie, Elrond says 'Sauron's eye is fixed on Rivendell' (I'm not sure if he says this in the book), so that seems to be a further indication that Sauron knew where Rivendell was. But then again, can you really trust PJ?
