[@Polarize]

He will find out later, probably sometime around the Battle of the Five Armies, during the trade at Erebor's gate. It slips out of Thorin during his mad rage, and that will also be the time where Kili and Fili learn about it for the first time. 

This won't shock them, but it will be a lot to take in. However, both of them, especially Kili will begin to pull himself away from her after she stole the White Gems for Thranduil. He might be yelling things like "you will never be our godmother!", "you deceived us!", "leave this mountain! Don't come back!", etc. The guilt will be so powerful, Saeril flees. Except, after she flees, she feels the pain due to the loss of Fili, eventually saving Kili from falling into the same fate. 

Oh, the feels! :)