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Quite a bit was at least suspected by the government authorities, but at this point, details of the Holocaust weren’t known by any government. At this point, even the Nazi government did not have a specifically and logistically detailed plan although all Nazi officials agreed on genocide. It wouldn’t be until the Wannsee Conference in another year when the Nazis would begin much of their genocide of the Jews.
However, I recall from a couple of sources that Willy Hitler(Later Willy Stewart-Houston) was claiming that Adolf Hitler was planning a total genocide of the Jews as early as 1938, but I am unable to find those sources right now.
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I need to do some more research, but there are a bunch of ways to think about this
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official documentation: The earliest official documentation about the death camps is from 1942 in the UN archives. https://www.independent.co.uk/news/world/world-history/holocaust-allied-forces-knew-before-concentration-camp-discovery-us-uk-soviets-secret-documents-a7688036.html
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Press coverage: Deborah Lipstadt has a book about this covering primarily the American press core. In 1940 there was coverage about war atrocities and how they were targeted. However, at least in the states, the Judaism aspect was played down in some papers (New York Times, most famously, because of inter-Reform movement politics). https://www.facinghistory.org/holocaust-and-human-behavior/chapter-9/what-did-world-know (you can see the earliest death camp massacre reports come from 1942, including in the London Times)
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Refugee/family connections p1. Britain famously took in a number of child refugees at the last moment vis a vis the kindertransport. A number were hosted in Jewish families. The kindertransport itself was organized by the British Jewish community and British Friends (Quakers), so there must have been some level of concern pre-1940. Then, most of the kids were suddenly getting cut off from their families, which definitely is suspicion raising. And a good chunk of Jewish people in Britain at this point are Ashkenazi, some with relatives in the rest of Europe (I need to look up percentages of Ashkenazi vs Sephardim/Eidot Mizrachi in Britain in 1939 as a number of the most famous Jewish families of Britain, such as Montefiore, Sassoon[1], Saatchi are actually Sephardim/Eidot Mizrachi)
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Refugee/family connections p2 Some of the Jewish people fleeing (at least to the US) end up in the army. There’s at least one case of one of the Richie Boys (https://en.wikipedia.org/wiki/Ritchie_Boys - 14% were Jewish and a lot were refugees) who fled Hitler, leaving his entire family behind, going on record as saying that he didn’t fill out the life insurance and will documents because he assumed everyone in his family was dead and he had no one in the states he was close with enough to matter. (it appears in this documentary https://www.imdb.com/title/tt0435725/ ) The problem is I can’t date his records so easily, so if he’s saying this in late 1942… However, I would say the following - while it’s anecdotal, it is the testimony of a refugee who intermixed with the host Jewish population and is indicative of an attitude that some refugees had. (I’ve found another with similar attitudes https://collections.ushmm.org/oh_findingaids/RG-50.477.0758_trs_en.pdf)
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Testimony from British Jewish soldiers. I listened to some testimony of British Jewish soldiers recorded by USC/Shoah. While they are aware of antisemitism in Europe, none of them are saying “Oh, Hitler’s going to make it to Britain” and none mention thinking they knew there were death camps. Most feel they had to do something, which is consistent with what Jewish American GIs report
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Mnenmotic Jewish memory about antisemitism. If you hang out in Jewish communities today, or read Hebrew and/or Yiddish literature from years past from Ashkenazi populations, there’s this consciousness of antisemitism and mentions of pogroms. It’s like that because antisemitism happens in history and it oddly part of the Jewish cultural milieu (at least for Ashkenazim, can’t speak to the history of say, Baghdadi jews, though contemporarily I would say yes to that) to assume it will happen with devastating problems. When bad things happen, people assume the worst, so there probably were plenty of people running assuming the worst based on this sort of Mnemotic thing.
None of this is definitive on what the attitude of the British Jewish community was or what they specifically knew or didn’t know and how they felt about it. The British Jewish community in total is small at this point, only 370,00 individuals (which is about 1/3 of the entire population of the Jewish community in NYC at the same time. https://www.jstor.org/stable/4466311?seq=1 ). It makes getting documentation about them a bit difficult. As far as I can tell, British Jewry during ww2 is not a huge area of study.
We do know there was an antisemitism problem in Great Britain as well at the time, so that may have been more at the forefront of people’s minds ( https://mosaicmagazine.com/picks/history-ideas/2018/09/the-british-government-blamed-jews-for-the-growth-of-anti-semitism-during-world-war-ii/ ) (There are a few people testifying that this was a concern, plus apparently the Ministry of Information was keeping track of this) But specifically nazi atrocities…not much
[1] has to be mentioned: Sigfried Sassoon, who Indy quotes in the great war, is one of those Sassoons, except his dad got disinherited for intermarrying. For those curious, Vidal Sasson is, alas, unrelated. If you want a fun story about the Sassoons during ww2, one of his cousins, the Lady Rachel Ezra, nee Sassoon, held tea in Calcutta for Jewish soldiers every week. Though if you are expecting a shidduch out of this, you’d be wrong! The Caulcuttan-Baghdadi Jewish community thought the Americans were boorish…but given her background, it might tell you something about the very upper class British Jewish community during the war
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