The Question and Answer section for Catching Fire is a great resource to ask questions, find answers, and discuss the novel.
I don't think there is any textual evidence that he knew about the arena. Haymitch had won the Hunger Games at one time as well as being intimately linked with the games when Katniss was in the games.
What is your question here?
The text doesn't explain why she suffers from headaches. It may have something to do with watching her sister Maysilee die in the arena.