How did Del Gue not know...?

The reason why Swan and Caleb were killed in the first place was that Johnson led the soldiers across the Crow burial ground,so it's possible that Del Gue was only aware of that as the reason for the Crow being after Johnson and not of the Caleb/Swan murders and Johnson's subsequent revenge killings.

Del Gue asked because he was trying to sympathetically gauge Jeremiah's real feelings, which JJ always hides under a tough facade.

Based on Bear Claw's comments about his own relationship, and Del Gue's attitude when Jeremiah and Swan's marriage was first announced, squaw brides were not viewed with much emotional significance by most mountain men. That's why the "all this time" comment was made.

Also, children clearly were not a priority in their isolated lives.

Jeremiah acts stoic about the whole incident, and betrays no anguish about their deaths, but Del Gue suspects the truth that the audience already knows: that Jeremiah had stayed with Swan and the boy so long because he loved them like a family, and preferred that life to that of a wandering hermit.

Jeremiah's response about Swan that "She weren't no trouble" is a massive understatement of the love he felt for her, made to hide his pain from Del Gue.

At the end of the film, Bear Claw also sees through Johnson's falsely dismissive attitude about his misfortunes, when he responds to Johnson's "What trouble?" reply with a knowing glare.