In The Light of The Moon

During a discussion with Jasmine...

Lily receives Yuri's memory of the end of HCPC Episode 10.

After Dark Precure defeats Cure Blossom and Cure Marine, the two are knocked into the ground, in their mid-transformation glowing dresses, their fairies assisting them. Dark Precure summons her Dark Tact, preparing to finish them off... but is stopped when she sees Yuri observing from behind.

Dark Precure just smirks and teleports away in a red flash.

What Lily would know from this is that this "Dark Precure" looks just like her sister. Most everything else is pretty easy to figure out from inference - She obviously already recognizes Tsubomi as Cerise, and with their fairies present in that very moment, it's not hard to infer them as the same creature she saw die in her first echo. Seeing her sister about to inflict harm on Cerise and another girl, combined with Yuri not exactly having kind thoughts towards Dark Precure in general, makes it pretty clear in that moment that she is indeed an enemy.