Puranas do exist at those times. There are instances where Pandavas quotes from Puranas to prove that their arguments are dharmic.
One such event happens during the discussion regarding Draupadi's marriage.
During the discussion, Drupada, Dhrishtadyumna says that woman marrying more than one man is a sin. At that time Yudhishtira provides information from Puranas of those times and defends his argument that woman marrying multiple man is not always a sin.
"Yudhishthira then spoke, saying, 'My tongue never uttereth an untruth
and my heart never inclineth to what is sinful. When my heart
approveth of it, it can never be sinful. I have heard in the Purana
that a lady of name Jatila, the foremost of all virtuous women
belonging to the race of Gotama had married seven Rishis. So also an
ascetic's daughter, born of a tree, had in former times united herself
in marriage with ten brothers all bearing the same name of Prachetas
and who were all of souls exalted by asceticism. O foremost of all
that are acquainted with the rules of morality, it is said that
obedience to superior is ever meritorious. Amongst all superiors, it
is well-known that the mother is the foremost. Even she hath commanded
us to enjoy Draupadi as we do anything obtained as alms. It is for
this, O best of Brahmanas, that I regard the (proposed) act as
[Section 198, Vaivahika Parva, Adi Parva, The Mahabharata]
And as you told, some do know about Krishna as brahman. For example, Bhishma explicitly says that Puranas tell about Krishna as purusha.
"Bhishma said, 'O Krishna, O foremost of Beings, be thou pleased with
these words which I utter, in brief and in detail, from desire of
hymning thy praises......O Lord of all creatures, I place myself in
thy hands. In the Puranas thou hast been spoken
as Purusha (all-pervading spirit). On occasions of the commencement of
the Yugas, thou art said to be Brahma, while on occasions of universal
dissolution thou art spoken of as Sankarshana.
[Section 48, Rajadharmanusasana Parva, Santi Parva, The Mahabharata]