Given the way it's shot, it was pretty obvious to me? We see Zhao Yunlan stop to listen, then a snippet of Zhao Xinci and Shen Wei's conversation that doesn't contain the social niceties of conversation-ending, and when he says he didn't hear anything, it's preceded by a pause

I admittedly had never caught this before either! I do remember having a "huh, it looked like you heard!" moment, but then I took him at face value, because he's so blunt and open in that conversation (in general).

But if he actually heard and chose to lie, that is a nice-and-but-and-ouchy addition to an already very layered scene. Hmmmm!