[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 it.