Were Sansa and Arya aware of Littlefinger’s deceptive plan all along?

No.

Even though the scene eventually got cut, Sansa went to Bran for help in deciding who to trust and what to believe.

It’s clear after Sansa turns the tables on Littlefinger that she has had some sort of conversation with Bran, but we don’t get to see it. When did it take place?

We actually did a scene that clearly got cut, a short scene with Sansa where she knocks on Bran’s door and says, “I need your help,” or something along those lines. So basically, as far as I know, the story was that it suddenly occurred to Sansa that she had a huge CCTV department at her discretion and it might be a good idea to check with him first before she guts her own sister. So she goes to Bran, and Bran tells her everything she needs to know, and she’s like, “Oh, s—.”

_{Isaac Hempstead Wright, "‘Game of Thrones’ Star Reveals Scene Cut From Season Finale", Variety}