I don't think she's aware of all the family history, but I think she has an idea of how close the siblings were (well the 3 at least).
I agree though. They love Freya, but when it comes to Finn they don't trust her because she's the only other person in the world who loves Finn.
And yeah Klaus and Freya having that moment in the end really cemented to her that Klaus loves her as his sister and she's just as important to the family as Rebekah.
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