does not know about Elizabeth and Elliot or that she is completely insensitive to any one else's feelings?

Even if she did not know about Anne and CW, it was very thoughtless of Mary to pass on the CW's ungallant comment about Anne's altered appearance.

Mary is so caught up in her own imagined slights and ill-usage that she can not spare a thought for how her comments might make others feel.

I get the impression that Mary was at home when Charles was trying to court Anne - it seems like he went directly from Anne to Mary (not quite with the speed of Mr. Collins, of course ). Ch 4 Anne "had been solicited, when about two-and-twenty, to change her name by the young man who not long afterwards found a more willing mind in her younger sister" But maybe, Mary was so oblivious to anything outside herself, she not notice Charles and Anne.