] Anne Steele knew about Lucy and Edward, but how much can we suppose that she knew about what Lucy meant to do at Barton?

] Anne remarks that Elinor must have been sorry to leave Sussex and Norland must be a prodigious beautiful place — Lucy thinks an apology is necessary....And on it goes with Miss Steele (apparently) blundering from one tactless remark to another...

] So, here's what I am wondering--was Anne Steele really that dense, or is there a possibility that Lucy wanted her to help extract information and get some kind of an admission from Elinor without looking suspicious herself...

Anne Steele dense? Surely not, when she comes out with the best line in the entire book:

"Oh!" cried Miss Steele, looking significantly round at them, "I dare say Lucy's beau is quite as modest and pretty-behaved as Miss Dashwood's."

:-) OK, just kidding.

But that line, from chapter 24, is certainly not a set-up. By that point, Lucy has shown Elinor far more substantial proof and does not need Anne's blunderings. So Anne, while not clever, likes to sound "knowing" (see also her comment in chapter 21 about Marianne and Willoughby) — even when it is tactless and inconvenient to her sister. Working backwards, it seems easy enough to treat her earlier remarks as more of the same.