I'm not so sure, the entire modern GOP culture prioritizes loyalty to the leader above all else (even the stock market!) I think it's possible these lieutenants understand that taking the fall for the leader will be viewed by the party to be an act that demonstrates the depth of their loyalty (and therefore helps their future career).
EDIT: Giuliani I think is probably an exception along with some other characters like Mike Lindell that actually are too dumb to understand what's going on.
How would they know? I assume they must track IPs used by popular VPN services?