No. They didn't know prior. Or at least not when they were shooting. It's a Canadian show, a co-production between CBC and Netflix and quite possibly some business problem got in the way. Netflix was really classy... The finale was broadcasted on CBC 25th of Nov. and the next day on the poster for the Netflix premiere they announced that it had been cancelled. One of the kid actor got the info about cancellation while sitting in math class. The last episode is somewhat satisfactory tho, opens a window for a new chapter for Anne, but there are some unfinished plotline. Sorry for ranting about it, the show has been kind of a lifeline for me during the first months into tinnitus, and I'm disappointed that it's over.