I'm pretty sure Gemma knew what Clay's real motivations were in killing John based on their interactions whenever it comes up. The confusion comes from the spin they gave Unser(gang war/violence in Charming). Unser loves Gemma and when the letters revealed he was played he puts it all on Clay as he has a romanticized version of Gemma in his head and Clay was calling him out for it without blatantly saying she was completely in on it.