To me it seemed more like she knows it's because of that other woman and she's sad that she keeps harassing him
No, I donāt think she knew. She thought she was bothering him and he was annoyed. Thatās why she drinks alcohol in the next episode and goes on a drunk rant about her crush not liking her back.
https://support.viki.com/hc/en-us/articles/360034633713-Request-a-TV-Show-or-Movie
https://www.novelupdates.com/series/first-frost/