Concept: ever since Thrawn joined the Empire and it became clear just how good he was at Figuring Shit Out, Vader has been furiously trying to figure out whether Thrawn knows that he used to be Anakin Skywalker. He keeps trying to fish for info, without actually giving the game away in case Thrawn doesn't know. Thrawn of course figured it out without Vader's input, but he also knows that you don't fuck around with something Darth Freaking Vader doesn't want anyone to know about, so he tries to drop hints that he's gonna be polite about it no matter what and that Vader's secret is safe with him, without actually coming out and saying "hey I know that thing you don't want anyone to know but it's cool". And Vader is just not getting the hint.
The Emperor knows Thrawn can be trusted, but he doesn't butt in because the cycle of stupidity is more entertaining than anything he's seen in years.