Similar to Did the Rebellion know that that the Emperor was the Sith Lord Darth Sidious, I'm asking the more specific question, was Luke aware that the Emperor was a Sith Lord? I don't recall it being mentioned in any of the films.
If yes, at what point does he learn this? If not why did Yoda or Obi-Wan not warn him? Perhaps he could have avoided being defenseless and struck by Force Lightning if he'd been made aware?
Yoda and Obi-Wan did not tell Luke that the Emperor was specifically a "Sith Lord". However, some of the things Yoda and Obi-Wan told Luke heavily implied that the Emperor was a Sith Lord. The most conclusive one is from Yoda:
Do not underestimate the powers of the Emperor, or suffer your father's fate, you will.
Star Wars: Episode VI Return of the Jedi
From that statement Luke must know that the Emperor has powers, which Luke knows come from the Force.
Later, after Luke gave himself up to capture by the Empire, Luke and Vader converse. Vader mentions that the Emperor is his "master" and that the Emperor knows the nature of the Force:
Vader: You don't know the power of the dark side. I must obey my master.
Luke: I will not turn...and you'll be forced to kill me.
Vader: It is too late for me, son. The Emperor will show you the true nature of the Force. He is your master now.
Star Wars: Episode VI Return of the Jedi
Luke did not act surprised when Vader told him this, so it seems Luke put two and two together from the statements by Yoda and Obi-Wan and figured out that the Emperor was a Sith Lord (or, at the very least, a powerful user of the dark side of the Force).
Luke's shock (heh) at the Emperor's Force Lightning and the Emperor's statement that Luke has a "lack of vision" can be explained by the fact that
A toughie. According to the new canon junior novelisations of ANH and ESB, Luke is very well aware that Vader is a Sith.
“Everyone has their own destinies,” the old man said. “The Force works in mysterious ways, but it leads us to where we need to be in order to achieve balance. Many Sith believe that the dark side holds more power, but that is simply not true.”
and
And you feel it. Anger coursing through you. Anger at this man — this Sith — who killed your father. Who killed your master. Who taunts you one moment and praises you the next, as if he were...
“Yes,” Vader calls to you. “Only your hatred can destroy me.”
and Luke was certainly aware (following his pep talk with Ben in ESB) that the Emperor is a Dark Force user, that he was the one the was instrumental in turning Anakin to the dark side of the Force and, crucially, that the Emperor is Anakin's master.
BEN: Luke, I don't want to lose you to the Emperor the way I lost Vader.
LUKE: You won't.
YODA: Stopped they must be. On this all depends. Only a fully trained Jedi Knight with the Force as his ally will conquer Vader and his Emperor.
Given all of that, it would be a stretch to imagine that Luke didn't know that the Emperor with a Sith Lord, like his apprentice, Anakin.
