Does an intelligent supernatural creature know what realm it is aligned to?
Would it even know it is supernatural?
RoP:F p52, Cognizance.
The character is aware that creative humans can generate change in faeries, and can actively seek out such changes.
If you understand you can evolve your role, you know it's just a role you're playing. I'm not sure Incognizant fairies realize that they're fairies and not the character they play.
I agree that cognizant Faeries know they are supernatural (ie different laws apply to them than humans). They are probably also able to recognise other faeries.
But can they realise that angels, demons and magical trolls are a different type of supernatural (from another realm)?
depends on their story. Technically their ability to read supernatural auras and read glamours indicates they are able to perceive such differences, but they can only make use of that information if their pretense includes that as part of its role.