I seem to remember it from old school comedy where a character wants to sound sophisticated— maybe Three Stooges, Abbott and Costello, Looney Tunes cartoons??
Could it be that Winifred and Harold already know that they will give Annie up for adoption and she doesn’t want to establish too close a connection with Annie and or have Annie accustomed to something she will not get in the orphanage (unless there are wet nurses)?
I don’t think the dots are necessarily unconnectable, but we’re definitely left to work extremely hard to make the connections (if they really exist) ourselves. In this case, a little thought balloon w (does he know I’m Fata?) would go a long way.
Baxter possibly thinks Bosco knew (probably a mistaken assumption) because he shows up out of the blue asking Baxter to make someone disappear. He could think Tracy knows because Tracy is chasing him; guilt by association (why did Bosco sneak away after Tracy’s questioning and head straight for Baxter), and running like away like a guilty party. Both assumptions could be wrong. It’s a common trope in the genre— the guilty, because they’re guilty, think they have been identified when they haven’t. The “hey, I know what you’ve been up to” is not referencing their criminal activity, but feeding the dog under the table or some such thing.
I’m sure there are many fault lines along the plot curve, but I’m liking this story more than the recent group going back a few months.