Why does this suddenly have to be a lie? Firstly, Fiona could have told it by accident, this is quite in her character. Secondly, she and Delilah don't see anything wrong with Ashe being a duplo, so why not tell? If Delilah did not find out from Fiona, then there are two options - either she is a blackmailer, and then she should not tell that she knows the secret, not knowing what to lie about, or she is not a blackmailer, and then there is no point in lying to her, that Fiona told her about this. What happens in the game contradicts these options, but there cannot be others.
I'm not saying I have proof. I have arguments based on logic. But you just say "I don't believe Fiona told her" and "that sounds like a lie." These are not logical arguments, these are subjective feelings.