I think he knows better, he can feel the presence of his twin, the bond siblings share coupled with the sense Dante has as a Devil, I would surely suggest Dante knows that his brother has existence.
Keep in mind that Dante didn't, contrary to what I said, know in DMC1 that Nelo was Vergil until the mask came off, and the Amulet was relinquished. Possibly because Nelo's Demon attributes clouded Dante's bond to Vergil, since Vergil was altered to be Nelo by Mundus.
But I firmly believe that Dante is aware of Vergil at all times and as they grow, as their powers enhance, they feel the presence of Demons more, they also feel the presence of each other.