It seems she found out way later. Obviously she came straight back from Vegas for Carlo’s funeral. Then who knows how much longer after the funeral they are packing up the house to move to Nevada when Connie comes storming in accusing Michael of Carlo’s murder.
Connie was with Carlo, not in Vegas, after the baptism, when Michael told him he couldn't go to Vegas. There was no way Carlo could have had a funeral, after being murdered by garotte, with a big red circle around his dead neck. His body would have disappeared, as do most Mob victims' bodies in important hits. Carlo was killed the same day as the Dons but the moving vans would have started arriving arriving very soon after that.
