After the mission on Sauria, when Fox, Krystal, and Tricky are sharing a moment together, how did Tricky know about Fox's romantic feelings for Krystal? Think back to Star Fox Adventures and that awkward moment the first time Fox traveled to Krazoa Palace. Even though Tricky couldn't warp with Fox, he could still communicate with Fox.
Tricky: I can still hear you!
So Tricky could apparently hear everything Fox said, and that moment where Fox first saw Krystal and immediately fell in love… yep, he heard that too.
Fridge Horror
During the same Sauria cutscene, pay attention to Tricky's behavior. Even though he's grown a lot, it's clear he's not fully mature yet—indeed, it's only been a year since he was knee-high to Fox. Fox has to tell Tricky that he's leaving him in charge of Sauria, and judging by Tricky's reaction to that it's clear that he has never been in charge. Putting all of that together, that likely means that the King and Queen EarthWalker lost their lives during the Aparoid invasion.
Although it's equally possible that they're still alive and Fox is "promoting" Tricky to serve as a "full-fledged" member of team Star Fox, acting as the head of their presence on Sauria (unofficially, as he's actually just being left there because they can't actually fit him on the Great Fox). It's more Fox telling Tricky to be brave and keep his head, rather than an official statement (similar to telling a kid that they've "got to be a big boy/girl" when something scary happens). Tricky's slow reaction could be more shock at Fox treating him as an equal, rather than Fox's previous somewhat dismissive and babying attitude towards him (up to and including a few moments prior), and processing that Fox is basically giving him his first mission as Tricky, of Star Fox
