I guess I always assumed Mary knew about Charles's proposal to Anne, but considering how tight-lipped the family is, it's possible she didn't...on the other hand, his family may have known, and in a small community, everyone knows everything about everyone else. Mary only never found out about CW because she was at school at the time.

But I don't think that Mary would have been that upset that he offered for Anne first, because she often deludes herself. For instance, she convinces herself that she is an excellent mother, that she cannot stay and nurse her child (indeed, it's better to go to a party!) precisely because she has a mother's feelings! In the same way, I think Mary could have easily convinced herself that she would have been Charles' first choice, but he initially thought her too young, or was afraid she would never accept him, or...she could persuade herself of any sort of nonsense that showed herself in a good light.