LadyMary

It seems to be more common, or at least not unheard of, in Westeros for cousins to marry. Besides Tywin and Joanna, there was Cregan Karstark's attempt to force his cousin Alys to marry him and Lysa's suggestion that Sansa should marry Sweetrobin. Neither of those happened for other reasons, but the concept of cousin marriage does not seem to be scandalous, North or South.

Well considering that Bloodraven was apparently manipulating the present by sending the three-eyed crow to Bran during his coma and after, I'd say he knows.