Dalin does know that Kolea is his father. When he is wondering why he hears Caffran's voice, he muses on the situation with Tona, Caff and Kolea:
Tona had explained on several occasions that Kolea decided it best,
for the children's sake, not to upset their lives any further by
stepping back into them. Dalin had little patience for this excuse. It
felt like Kolea was washing his hands of them. He didn't understand
it, and he'd never approached Kolea directly about it, because it made
- The Armour of Contempt, by Dan Abnett, page 354
This shows that Dalin clearly knows.
The confusion, I think, lies in the fact that Kolea and he have never spoken about the situation with each other, which causes unease between them.
The troopers closed in around Dalin, shaking his hand and scrubing his
hair. 'Come on,!' Varl hissed.
'Not now,' replied Kolea. 'He's happy.
I don't want to go walking in their...'
Kolea turned and walked away.
- The Armour of Contempt, by Dan Abnett, page 51
In a conversation between Tona and Kolea about how Dalin's training is going:
'You could ask him how he's doing yourself.' She said.
'I don't want to get in the way..'
'Dalin wouldn't mind if you showed an interest.'
'I'd go as far as to say he'd like it if you showed an interest'
- The Armour of Contempt, by Dan Abnett, pages 86-87
I think during the conversation in Only in Death, they are both talking around the subject, since it's really the first time we've seen them directly speak to each other. I think they find a way to reach an understanding about the whole situation, without actually having to address it with each other:
Kolea turned away. He halted. 'They loved you,' he said. 'You and
Yoncy both, very much. And they'd be proud to know a woman like Tona
took you in and made you safe.'
'They died in the the warm didn't
they? My parents. They died in the Vervunhive war?' Dalin asked.
'They died in the war,' Kolea said.
- Only in Death, by Dan Abnett, page 236
I think this conversation was meant to show the characters putting the situation to bed. What they are really saying is that Kolea is never going to be the father he was to Dalin and that Dalin understands this.
The bit in Salvation reach you talk about has an extra bit you missed, which is vital:
'That was madness,' Dalin said.
'Yes, well, it runs in the
family, so be warned,' Kolea replied.
- Salvation's Reach, by Dan Abnett, page 337 [emphasis mine]
"so be warned" is a clear indication they are related and the lack of any reaction on Dalin's part further indicates he already knows this.