I think I know...

[NorthernDramaLlama]

She knows I know that she knows that Santa doesn't exist!
I believe she doesn't want to admit she knows Santa isn't real because she thinks if she tells me she won't get her stocking! And that the naughty Elf and us making mince pies for Santa won't continue! She's 10 by the way. Off to high school next year.
How can I let her know that the Elf will still behave badly and she will always have a stocking at my house. And that making mince pies with Mummy on Christmas Eve is my best part of Christmas?

You just carry on but tell her that Elf isn't on daily duty now she's older!

Thanks -)

Just continue as you are. If she knows, then she isn't going to embarrass herself at school. If she doesn't want to admit anything to you it's because she wants to keep playing the santa game.