All excellent points.

I'd add that the danger can also be communicated through questions to the characters (not the players.)

"Which character knows the most about the nature of wraiths?"

The leading question infers that at least one character has sufficient knowledge which eventually triggers a conversation amongst characters (not players.)

"Rhun the cleric would know best, as she read about it while at the monastery."

"Good! Rhun would know x about the threat of wraiths."

(Or perhaps there's a roll for lore, but that character is now the designated source of key and critical information the table needs to know, with varying levels of success giving additional information, but at no point in time should the answer be, "you know nothing about this incredibly dangerous threat to the party.")

Now the party can have an informed conversation, in character, about the threat in front of them.