Dong Zhao was notably self-aware and careful in his actions. Moreover, his connections were extensive, and Yuan Shao was unaware of his interactions with Chen Xi. Otherwise, he definitely wouldn't have been permitted to attend such a life-and-death conference.
Both Xu You and Ju Shou had some knowledge of Dong Zhao's ambiguous connections with Cao Cao. However, as the two sides were allies, they did not investigate extensively. Furthermore, Dong Zhao had indeed not crossed the line.
As for why Ju Shou and Xu You specifically warned Dong Zhao during this instance, it was purely circumstantial—to prevent any mishaps. Dong Zhao, for his part, believed that Ju Shou and Xu You had some understanding of his actions. Although concerned, he was also relieved that his prior activities hadn't posed a severe threat to Yuan Shao.
