Oh yes, Pan could tell. I think he was just utterly confused, because for that matter Aziraphale doesn't come across very much like the angels in HDM. (Though I'm racking my memory - did Lyra ever meet Baruch or Balthamos? I seem to be thinking that only Will did. They definitely both knew Xaphania, though.)

I suppose when you get down to it, it's no weirder than Lyra hiding Pan and pretending to be Iorek's daemon.