WMG / Linked Universe

Legend actually knows Four can split into four beings and the dark future that lies ahead of him.

The Dark Links in the game A Link to the Past Legend fights in the Palace of the Four Swords were scarily similar to the Link's in the actual Four Swords . Going by all of that, if it is all true that the Dark Links and the Link's from the Four Swords are one in the same then Legend knows the dark truth about Four's future after he gets back from their journey with them and also about Four's ability to split into four beings.