One of my least discussed plotlines is the Vale plotline. One of the things I've always found a little annoying is how Petyr tells Sansa what to do not to draw attention to herself with unwarranted questions, but then they both proceed to... not do any of the things he recommends.

Lets take a look at the different characters who know Alayne's true identity

Petyr Baelish Supporters

Littlefinger has numerous supporters who helped him with his plot to steal Sansa away:

Dontos Hollard (deceased)

With the death of Ser Dontos, his house is officially extinct:

Lothor Brune dipped his torch. Three men stepped to the gunwale, raised crossbows, fired. One bolt took Dontos in the chest as he looked up, punching through the left crown on his surcoat. The others ripped into throat and belly. It happened so quickly neither Dontos nor Sansa had time to cry out. When it was done, Lothor Brune tossed the torch down on top of the corpse. The little boat was blazing fiercely as the galley moved away. -ASOS, Sansa V

Lothor Brune/Oswell Kettleblack

I never asked to play. The game was too dangerous. One slip and I am dead. "Oswell . . . my lord, Oswell rowed me from King's Landing the night that I escaped. He must know who I am."

"If he's half as clever as a sheep pellet, you would think so. Ser Lothor knows as well. But Oswell has been in my service a long time, and Brune is close-mouthed by nature. Kettleblack watches Brune for me, and Brune watches Kettleblack. Trust no one, I once told Eddard Stark, but he would not listen. You are Alayne, and you must be Alayne all the time." He put two fingers on her left breast. "Even here. In your heart. Can you do that? Can you be my daughter in your heart?" -AFFC, Sansa I

The Mad Mouse

The Mad Mouse and by default whoever he is working for/with:

"A good melee is all a hedge knight can hope for, unless he stumbles on a bag of dragons. And that's not likely, is it?" -TWOW, Alayne I

Its possible his companions Ser Byron the Beautiful and Ser Morgarth the Merry know as well.

There is also the possibility that some of the crossbowmen that are used to kill Dontos, the sailors aboard the galley during Sansa's escape or the household members of the Drearfort or the Eyrie may know/have figured it out.

Others

Bran/Bloodraven

"It had to be the godswood. No other place in the Red Keep is safe from the eunuch's little birds . . . or little rats, as I call them. There are trees in the godswood instead of walls. Sky above instead of ceiling. Roots and dirt and rock in place of floor. The rats have no place to scurry. Rats need to hide, lest men skewer them with swords." Lord Petyr took her arm. "Let me show you to your cabin. You have had a long and trying day, I know. You must be weary." -ASOS, Sansa VII

The Ghost of High Heart

She might not know her exactly location, but she sees Sansa outside the Red Keep (although I think this is Winterfell):

"I dreamt a wolf howling in the rain, but no one heard his grief," the dwarf woman was saying. "I dreamt such a clangor I thought my head might burst, drums and horns and pipes and screams, but the saddest sound was the little bells. I dreamt of a maid at a feast with purple serpents in her hair, venom dripping from their fangs. And later I dreamt that maid again, slaying a savage giant in a castle built of snow." She turned her head sharply and smiled through the gloom, right at Arya. "You cannot hide from me, child. Come closer, now." -ASOS, Arya III

The Vale

I posted awhile back about the Lords Declarant. They all have some (even if small) ties to the Starks/supporting the Starks.

Obviously some of these Lords Declarants could know such as Anya Waynwood, but as far as we know the only Yohn Royce suspects Sansa. (Thanks u/Bach-City)

Bronze Yohn had slate-grey eyes, half-hidden beneath the bushiest eyebrows she had ever seen. They crinkled when he looked down at her. "Do I know you, girl?" -AFFC, Alayne I

and:

Harry was staring at her. He knows who I am, she realized, and he does not seem pleased to see me. It was only then that she took note of his heraldry. Though his surcoat and horse trappings were patterned in the red-and-white diamonds of House Hardyng, his shield was quartered. The arms of Hardyng and Waynwood were displayed in the first and third quarters, respectively, but in the second and fourth quarters he bore the moon-and-falcon of House Arryn, sky blue and cream. Sweetrobin will not like that. -TWOW, Alayne I

and:

"Is that what passes for courtesy at Heart's Home?" Anya Waynwood's hair was greying and she had crow's-feet around her eyes and loose skin beneath her chin, but there was no mistaking the air of nobility about her. "The girl is young and gently bred, and has suffered enough horrors. Mind your tongue, ser." -AFFC, Alayne I

Although this could be taken as he knowing that she is the girl they want her to marry.

Its possible that Myranda Royce also knows/suspects as well, I mean who asks someone something like this about their father:

I'd sooner marry Lord Petyr. Then I'd be your mother. How little is his finger, I ask you?"

and keeping in mind that Sansa is supposed to be super pious as Alayne:

"I was teasing. Your mother was a gentlewoman of Braavos, daughter of a merchant prince. We met in Gulltown when I had charge of the port. She died giving you birth, and entrusted you to the Faith. I have some devotional books you can look over. Learn to quote from them. Nothing discourages unwanted questions as much as a flow of pious bleating. In any case, at your flowering you decided you did not wish to be a septa and wrote to me. That was the first I knew of your existence." He fingered his beard. "Do you think you can remember all that?" -ASOS, Sansa VI

Its possible that Varys is the one employing Shadrich, so he could possibly know as well, even though the only link we have is "dragons". Then there are all the Shadrich = X theories which would make this list super long.

I'm sure I missed one or two. The Vale plotline centering around the Winged Knights and melee should be great. I'm actually pretty excited for Alayne II.

TLDR: A list of people who know Sansa's identity in the Vale