Bernadotte did know from the copies of the orders sent to Davout - which also contained information for him, that Davout should march to Apolda as well. This is confirmed by the report of the Prince de Ponte - Corvo - at the 14th when arriving at Apolda ... Davout is not yet there.

Both Davout and the Price de Ponte - Corvo did know that Napoléon reckoned that Lannes had in front of him, about 50.000 Prussians (Lannes did report to Napoléon about 30.000).
Initially - in case Lannes wasn't attacked the battle was planned to happen at the 15th and not at the 14th, which would give boot time for Davout and the Prince de Ponte Corvo to bring their units into position.
Napoléon did believe that the main Prussian force was still west of Jena.