You see Deadpool is one of the only Marvel characters that actually know he is in a comic. So doctor strange doesn't have a clue, not thanos, or the watcher. The only other hero I know of that knows this is Gwenpool. Deadpool even manages to kill his creators (Rob Leifield and Fabian Nicieza). There is even a theory that since he knows about our world he killed all of our super heroes, (like In the marvel comics) and now we don't have any super heroes here. However he enjoys being in a comic so he stays in there. He actually even killed mickey mouse.
Depending on what versions you consider, Spiderman, and Dr Strange also know they are a comic. Spiderman went as far as meeting Stan Lee. So it's possible they also know.
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