SHIELD is very underground at the moment. All those that defected may not be aware that it is still operating.
Lady Sif knows that Coulson is alive, but I can see no reason why she not only would have known he was previously dead, or think to tell anyone about Coulson, as he wouldn't have been anyone special to her.
Knowing that Maria Hill does know, and is working with Tony at Avengers Tower, you would think that maybe he knows, but Hill is/was a top agent and knows that that secret was behind a level of clearance, so she probably wouldn't have shared it.
But to not get so deep that I start poking holes, None of the Avengers are aware of Coulson being alive. Most SHIELD agent simply thought he was revived in emergency surgery, only a select few know that he was actually *AoS S1 Spoilers*
dead for 8 days and revived thanks to an alien (Kree?) blood sample called GH324 with regenerative properties... but some undefined potential side effects.but to answer the question more directly
Yes they are still in the dark. Last we were told, Coulson does not appear in AoS, but
Agent Tripp does and you shoudl catch up on AoS. Most recent season has been on hit from episode 1 till present.
and speaking of that, the real reason I came in here.
Since Hydra leaked the AoU teaser trailer 1 week early (Hail Hydra) forcing Marvel to release the official Trailer themselves (setting a new 24hr view record), Marvel decided to give AoS viewers another special look at AoU instead (gotta get that ratings bump still).
and then even more special look the week after that during the 75th Anniversary Special.
http://marvel.com/news/movies/23529/the_avengers_shatter_another_recordAnd because we believe that the best way to say thanks is to give you more, we're delivering new Marvel's "Avengers: Age of Ultron" action to your TV sets, two weeks in a row! Tune in to "Marvel's Agents of S.H.I.E.L.D." this Tuesday, October 28 at 9:00 p.m. ET on ABC to see an exclusive piece from Marvel's "Avengers: Age of Ultron." Then, on Tuesday, November 4 at 9:00 p.m. ET on ABC, tune into "Marvel 75 Years: From Pulp to Pop!" for another taste of Marvel's "Avengers: Age of Ultron"--and much more!
Maybe they will release the SDCC AoU footage instead. The one with the Cap and Mjolnir footage.