- She may have thought he was there at first, but only before thinking about it.
- Once he handed her the dice that would have been the giveaway he wasn't.
- How did Luke know that was where they were all headed for their last stand?
- Crait was not their final destination.
- And why did Luke have the dice to begin with?
So I think the biggest give away in this instance is that Luke was there. How did he know that that was where the rebels had chosen to go for their last stand. Luke had cut himself off from everyone in his self driven exile. He had no contact with the outside world, other than possibly using the force.
However, we are told that he had cut himself off from the Force prior to Rey showing up and we are expected to believe that up until he is confronted by Rey to that very point he has still been cut off from the Force entirely.
In addition, Crait (the planet of the last stand), was not their final destination. I can not think of a single case in ANY sci-fi series where you FTL to your destination, but then have to travel such a distance that your ships begin to run out of fuel before you get where you are trying to go... The plan was to jump away from the First Order, possibly to their new home base, but after completing the jump they traveled in a straight line long enough for their fuel reserves to run out and Crait just happened to be along that path. (I also like to think that it was at least a semi straight line or the First Order would have been smart enough to notice they were circling the planet Crait, thus giving away the destination, if it actually was where they were going.)
So the decision to go to that planet was an after thought, given the situation. Until they landed on the planet and sent out the request for aid no one had been contacted about their current location. And unless Luke pulled up his X-Wing to turn on the radio he had no way to hear that distress call.
Therefore, I believe it is safe to assume Luke only knew the location after finally reconnecting to the Force and reaching out to find Leia.
After first seeing Luke approaching her it is possible that Leia believed Luke was really there, but it is doubtful. Given his isolation and lack of communication the odds of him figuring out the rebels plan in such a short time (and Poe's lack of connecting the dots) and also flying all the way there, landing unseen and undetected, at the secret back door that she herself did not know about (or she would have spoken up sooner about it), and Luke telling everybody about the back door escape possiblility... that is very doubtful.
Luke was not there to facilitate the escape through the back door, he did not know it was there. He was there to buy time as best as he could hoping that the Force would provide another way or that someone would show up to help.
For the dice, we do not know if they had weight or any solidity to them. Hopefully a novelization will reveal that in the future; but it does not really matter. The question is Why did Luke have the dice to begin with? Luke had no reason to actually have them. They were Han's. Luke handing Leia something he shouldn't have was a clear indication that something was up. Luke couldn't have those dice and since that was a lie that likely would have been the point where she notice his being there was a lie as well.
He fabricated the dice as a non-verbal communication between himself and Leia, something only the two of them would understand. The dice were meant to represent Luke's sorrow for the loss of Han. That was it. They were just a symbol of Han that Leia would understand as unspoken sympathy given her recent loss.
And to the point of the dice being both held and picked up, I do no think that reveals much. For Luke to project himself across the universe he could have floated around the planet like a ghost... a Force Ghost to be exact... but he didn't. He simulated walking and everything else. It was all a show that he mentally built. He had to consciously think about "Ok, step here, this is a step down..." and simulate it all as if he was actually there... Given that shortly after their meeting Leia was out of that room and the dice were set down, it was likely a simple feat to 'leave the dice there' for Luke while he was fighting Kylo.