User blog comment:IamJakuhoRaikoben/Chapter 503: The Last Sight Seen, Review./@comment-84.197.239.101-20160926192137/@comment-7418318-20160926230522

Considering that Dimaria, Brandish and Ajeel all saw and fought Natsu without realizing anything, it's pretty clear that not all Shields know E.N.D.'s identity.

If Dimaria for example knew, she would have either left him alone due to being Zeref's brother or tried to kill him as fast as possible due to his value (remember that she tried to kill Chelia fast due to her being so valuable as a healer). If she was willing to play around with Natsu it is pretty much proof that she didn't know what he is.