Nope, she remembers. In the scene where Cosima is telling Sarah about what the EEG electrode is, Sarah says "So it wasn't a bloody dream then, was it?" and then Cosima asks about where Paul was when it happened and Sarah mentions the number of doctors she remembers.

But yeah, considering they've spent all this time and effort into making sure that the clones don't know about their existence, they really dropped the ball this time.