I've heard it claimed that people outside Germany were unaware that the Holocaust was going on until the later years of the war. But Hitler announced his intentions early and often. For example, in January 1939:
"If the international Jewish financiers in and outside Europe should succeed in plunging the nations once more into a world war, then the result will not be the Bolshivization of the earth, and thus the victory of Jewry, but the annihilation of the Jewish race in Europe." - Hitler, Speech to the Reichstag, January 30 1939.