He said it about the Warder being killed, due to the shock of the coup, not about channeling which she could see, and did see during the same time frame.
Would they? I'm not at all sure about that. Consider Rand being held by two full circles; if one's shield were inverted, could the second tell anything other than that the shieldee was not touching the Source before the first shield was released?To create a reversed or inverted shield? Graendal was able to function perfectly well at the Cleansing despite masking her ability to channel entirely.Is that really more likely? Have we ever seen a shield effected (not held) by someone who could not see the target before? Besides, "more than a dozen" people entered Siuan's office. Surprise was hardly necessary.

Mesaana wanted the coup in a larger sense to go as messily as possible, but she wanted Elaida preserved; considering that Alric's death would probably give Siuan freedom to lash out, a little precaution and small risk would be worth taking. Of course, if you're right and it's a big risk, you're also right that Mesaana would let things play out. But Siuan's description of the shield as a "shock" and her pointed lack of noticing the glow of saidar is rather clear, to me.