When the Queen's Gambit went down at sea, Oliver Queen, Robert Queen, and Sara Lance (plus, whatever crew there was) were all presumed dead.
Moira obviously knew that Oliver and Robert were on the boat. Sara, however, was a last minute addition on Oliver's part. As far as we know, other than the people on the boat with them, only
knew Sara was there, and that person didn't tell anyone until after Oliver returned. Instead, the Lance family all believed Sara was away at college (at least, according to her dialog in S02E05, "League of Assassins").
So, how did Laurel and Quentin find out that Sara was dead, and specifically, that she died on the Queen's Gambit?