Infinity war audio commentary confirms that Tony knew Vision has been meeting Wanda all this time
Stephen McFeely explained in the commentary track why Tony said that Steve might be able to help locating Vision, after he confirmed that he couldn’t contact him because Vision had turned off his transponder for the last two weeks:
“Just to underline between lines here when he says Steve might be able to help, it’s because Tony knows that Wanda is on the run with Steve. And he knows that Vision has been stepping out and maybe having a relationship with Wanda. And he has been cool with that and probably not called Vision to task for it. So, yeah, Tony knows a lot here even if we don’t make that clear to the audience.”
So yeah, Tony knew his son was running aroung playing Romeo and he was cool with it.