In general, intelligent creatures in D&D 5e know when they're under an effect, as long as that effect has perceptible signifiers.
See PH page 204 (which is about magic, but the principle establishes the basic principle): people under a spell effect don't know about it unless it has a perceptible effect. This means that if it does have such an effect, they should know about it.
This is a core principle of all role play, not just D&D -- players should know about stuff their characters would be able to perceive. Yes, I know this is basic, but trust me, I'm going somewhere with this.
This means that while you don't have to tell players explicitly how a "marked"-style ability (which generally signifies that the character in question is positioning themselves in a way that will let them counter-attack if the target attacks anyone except the) works, you are being unfair if you don't give them the basic description that will let them react intelligently.
If you look back at 4th edition (where the "marked" condition originated), the purpose of the "marked" concept (which, no, isn't an explicit condition in 5th edition, but is still present in concept) isn't to let a character -- PC or NPC -- do extra damage. Instead it's to help a character designed to take hits to do their job; to prevent their allies from taking damage by "persuading" foes to attack their higher defenses instead.
This means that if you rule that characters who are targeted by such a defensive ability have no awareness of it, you're letting your monsters (and PCs who take similar abilities) do extra damage, but at the expense of being able to accomplish their role.
Instead, it's better overall to give people descriptions of what's going on that will allow them to make meaningful choices; whether to attack the person who is, say "watching you closely, and seems ready to attack if you take your eyes off them for a moment", or to ignore the damage in order to get the foe out of position and maybe take down a higher value target. Similarly, it's better to play monsters that care about their well-being and have enough perceptual awareness to usually respect marks, so that PCs who take abilities like this (like Sentinel) can often do their jobs of protecting allies.
Of course, particularly if the clues here are present, but not obvious, it's entirely reasonable to ask for a Perception (or Insight, in some cases) check and base how much description you give a player based on that roll. It's also reasonable (preferable, even) to rule that some monsters (or other opponents) either don't notice a character using a feat or ability like this -- or simply don't care.
This all assumes that this is an ability with a trigger. In cases where the character has a penalty, they should have a general idea of why the penalty exists. If it's someone interfering with them physically, they'll certainly know who that is. If instead it's a magical effect messing with their aim, they'll know that, say, their attack got blocked by something invisible, or that a shot that was on target got deflected by something unseen.
Now, regarding your final question, this has a very clear answer.
Every attack a character makes during their turn is sequenced and is
resolved before they make another one; even if the player says "I
attack the orc three times," the three attacks are really separate.
So if they get new information after the first attack (like the
attack gaining disadvantage or the orc falling over dead) then they
should find that out immediately and get an opportunity to change
their mind about the other attacks.
Similarly, if the player says something like "I move away from the giant and attack the statue in the corner" their attack isn't necessarily wasted if the giant knocks them prone before they can get away, because the movement is separate from their attack. Once they're on the floor, they can change their mind and decide to attack whatever's in range, rather than swing futilely against the sui-distant statue.