Here's my take: Annie always knew about her mom's "special friends," but I'm not sure she always knew that it was specifically a cult. Even so, I think she knew that they were into some pretty heavy stuff, and I do think the cult has been trying to get a "male body" for King Paimon for quite a long time. Annie mentions at one point that her brother committed suicide, which seems to suggest that Annie's mom may have been trying to give him to Paimon. And when that didn't pan out, she set her sights on her grandchildren.