Has it ever happened (in a comic book, or TV show, or movie or anything) where Deadpool breaks the fourth wall and another character responds to it? Whether it's joining in and breaking the fourth wall with him, or being confused by his strange remarks and questioning him, or anything else?
There are multiple times to prove that some shenanigans were going on. Let's dig into some of the comics:
The time when he was narrating himself and he got caught, again:
The time when he invited +200 characters to his wedding. Some of them are from other comic book universes/different studios.
And then there is this one. He says what the other characters are supposed to say.
And I think this is one of the most obvious ones that can explain your question.
I think the characters around him would realise there is something weird going on, if he would just let them understand.
Ultimate Spider-Man Season 2 Episode 15 Ultimate Deadpool - Funniest Scene
Deadpool breaks 4th wall, then Spidey enters his break and is confused, how that happened.
Deadpools breaks 4th wall
Spidey entered Deadpool's break and is confused how, and breaks Deadpools break.
And the other way round Spider-Man sees Deadpool breaking the 4th wall, and is confused, because Deadpool is painting on his thoughts and Spider-Man sees it.
2.1.: Spidey breaks 4th wall
2.2 - Deadpool enters Spidey's break
2.3 - Spidey is confused by Deadpool's entering
out of the same episode:
3.1 Spidey breaks 4th wall
3.2. Deadpools entered Spidey's break
3.3 Spidey interacts with Deadpools's break