You didn't miss it, no one tells Elhokar on screen. May be he was told later on or Graves's men, who apparently spoke enough unpleasant things to make Elhokar get drunker than even before, mentioned it. After all, those working with Vargo and the Diagram definitely knew Szeth was meant to kill Dalinar, and Graves said their main goal was to separate Kal from Dalinar anyway.