[Are Mace Tyrell and the Queen of Thorns aware of Loras's sexuality?]

Yes and yes.

[Was Jon Arryn the father of Robert Arryn?]

So far as anyone knows. Without blood tests or DNA, establishing paternity was a lot more hit and miss.

[Is the sister of the Cleganes dead, and was she Tysha?]

Yes and no.

[Where is the sword Widow's Wail?]

Still at the Red Keep, until such time as King Tommen is old enough to wield i* Desc -