I don't think he does now, in the beginning a little I believe. In my understanding, he's just lying about not being in touch with his father, because he know he's going to be a target, but from the current info, I honestly don't think he believes Candy might be a spy, I think he's suspecting the blond guy.
Remember that one part where they explained hajun's side? In one panel, he said "will they really go through such lengths?" or something like that, meaning he must've realized who candy is and what he was talking about when he said that was because candy fucks him, you know? Im sorry if it was too messy ( ̄へ ̄)

Does this mean Hajun knew Candy’s real identify this whole time????