There were definitely fears by the Allies that their attempts to attack what they thought were important components in the Nazi nuclear project would tip the Nazis off to Allied interests in them, and thus to the possibility of atomic bombs in general. Especially later in the war, when they felt that the possibility of a German bomb was remote, the Manhattan Project officers in charge of planning these missions tried to balance the possible risk of a "tip off" versus the possible gain from the operation.

In the case of Norsk Hydro, the fears of the plant were high enough that they decided to risk it anyway. It did result in leaks that made the Manhattan Project people very unhappy. For example the New York Times reported on the attack widely and even noted:

The importance of Rjukan as a target for destruction is that it is a huge plant on a wild river, from the waters of which [a] queer chemical known as "heavy water," the discovery of which won a Nobel Prize in 1934 for Professor Harold Urey of Columbia University, is produced, and it can be used in the manufacture of terrifically high explosives. ("Nazi 'heavy water' looms as weapon," New York Times, 4 April 1943, 18.)

This resulted in one of the few instances in which the Manhattan Project put out deliberate misinformation (as opposed to just keeping things secret), where they had the aforementioned Harold Urey, who was working on the project, send out several letters to various news services claiming that he was sure there was no way to use heavy water could be used as a "deadly explosive of any kind," but that it had uses as a tracer element in war research, and that "the most likely reason for sabotaging the electrolytic plants at Rjukan would be to destroy or interfere with the fixation of nitrogen for the Axis." Urey suggested that "the best thing that can be done with such stories is to ignore them."

It should be remembered that the plant was not primarily a heavy water plant — it was a nitrogen fixation plant. The heavy water production was something of a niche add-on to the overall plant (the story of why Norsk Hydro produced heavy water is interesting but for another day). Indeed, part of the secrecy of the operation was to attack the entire plant, not just the heavy water parts. Even those involved in the bombing operation itself were not told why they were attacking it; their goal was simply to remove a major manufacturing plant that could be used for a lot of war purposes (nitrogen fixation is key to manufacturing chemical explosives for example), with the heavy water motivation being the secret one.

In any case, the Germans appear to have been none the wiser. In general the Germans appear to have known next to nothing about the US interests in nuclear technology, and the German scientists believed they were the most advanced in the world on it. This is not because the American project was particularly well-hidden (as the Soviet example makes clear), it is because the Germans were fairly inept at foreign intelligence against the United States and blinded by a sort of arrogance that kept them from really inquiring into such matters. The Americans by contrast were totally fearful of the German work and sought every piece of possible intelligence on it, vastly over-estimating German progress for much of the war as a result. It was only by late 1944, when the American Alsos mission started getting results from occupied France and Germany, that the Americans started to realize that there was no real German atomic bomb project.

On the knowledge questions, see my blog posts:

• What did the Nazis know about the Manhattan Project?

• When did the Allies know there wasn't a German bomb?