Canon question

This isn't S/X per say, but I need to know for a S/X fic I'm writing, so I hope everyone will help me out.  I need to know if (or when) it is mentioned on Buffy before she dies at the end of season 5 that Cordelia and Wes are working with Angel in LA.  I can't remember it being specifically said, but I can't remember if Angel mentioned anything about it during the Thanksgiving episode, like if he told Giles he was there because of 'Cordelia's' vision.  And I know Cordy was on the phone with Willow when Harmony came to town as a vampire, but I can't remember exactly what information Cordy told Willow about LA and what she was doing.  If anyone can help I would really appreciate it!

Thanks, C