The Heavenly Network knew about the Wei Wu Army, as they had caught the chief logistics officer of the Black Feather Army, Li Ke. Thus, they knew that Lu Shu had been impressive in leading the Wei Wu Army, but this was only limited to when the Wei Wu Army had defeated Li Liang. Back then, Li Liang had not been punished by Duanmu Huangqi. He was still the leader of the Black Feather Army.
When they had captured Chen Yuxuan and killed the rest, the Wei Wu Army had not entered the palace. Thus, they obtained information from the soldiers of the Black Feather Army that Lu Shu might have gone to the palace and had become a disciple of the Sword Hut. However, there was no updated information about the Wei Wu Army.
Thus, Chen Zuan and the rest knew that Lu Shu had become the commander of the Wei Wu Army. Furthermore, he was not leading a weak army.