Palpatine's Sith identity was a closely guarded secret. Only few people knew that he was Sidious:
Did Grievous know Palpatine was Sidious?
Who exactly knew that Chancellor Palpatine was Darth Sidious?
So, it was surprising to me when I saw Rex addressing Palpatine Lord Sidious (Earlier, no other clone was shown to have known this).
(You can clearly see Rex saying "Yes, Lord Sidious" after receiving Order 66)
How did Rex learn that Palpatine's alter ego name was Sidious? Was the information directly embedded into the brain chip or was there other source?