Verboten said:

Palpatine's question in that scene does not make sense. How would the Jedi know anything about Plagueis? It's the same problem with Yoda knowing about the rule two.

How does it not make sense? Palpatine stated that it wasn't a story the Jedi would tell, but that doesn't necessarily mean they knew about it. It could just mean that the Jedi don't tell stories about great rises to power because they don't want Jedi following that path and falling to the Dark Side. Plagueis was a secret and the Jedi didn't know about him, and Palpatine knew that they wouldn't know about him. Yoda didn't necessarily know about a "rule of two", but he did know that for ages there had only been two Sith at a time, and no more.