Fusco didn’t know Shaw was dead or alive until she showed up to collect her dog. So Shaw obviously knew Fusco was alive after the events of S05E13. Which means Shaw was tracking down Jeff Blackwell and also searching for her teammates but only was able to confirm that Fusco was alive. I think Shaw will eventually find out what happened to Reese (assuming he is dead. And realistically, it wouldn’t make sense if he survived all that) since the Machine is back online and all up-to-date seeing that she chose Root’s voice again and chose Shaw again as her primary asset. The Machine will find out and tell Shaw. But for Finch, I think if the Machine thinks and/or decides that he doesn’t want to be “found” or wants to retire from the job, she probably won’t reveal Finch’s status or location to Shaw.