Yes, Lexie is Stefano DiMera's daughter. If EJ is Elvis Jr. (just a guess), than that would make them siblings. I think that Lexie is in on it, at least I hope she is. I'd really like to see her go back to her DiMera roots.
Celeste, her mom, is psychic. But she isn't really shown much. But Celeste can't just think about it and realize who is terrorizing them. For example, with the Salem Stalker, Celeste could only give them clues with her tarot cards. Celeste probably wouldn't be that much help