I don't think it was ever said directly. Javier figured it out and even talked with the younger brother about it since he was so obviously not the Lloyd they knew. He knew Lloyd could hear but talked about it anyways. They just know that the other knows and don't directly acknowledge it, at least until now.
The closest thing there was to that was when Lloyd was about to die in one of those ending previews from that sickness caused my the weather and overpopulation. He knew he was about to die, so he was going to tell Javier everything. Javier knew this and didn't let him say it like if he did it would make the fact that he was going to die a reality and that it showed that Lloyd had already given up on surviving. He didn't want to accept that Lloyd was going to die.
So yeah, it's mainly been shown in their behaviors that Javier knows and Lloyd knows that he knows.
ohhh thank you for this!!
(ใยดโฝ`)b no problem
Wait in what chapter did Lloyd tell Javier about the soul transmigration thingy??