Hound: "Is he on your list?"
Arya: "At one time, yes."
Sandor 'The Hound' would have no way of knowing if he was or wasn't on the list. 'Arya' could have simply been bullshitting him. Same for Dondarrion.
They spent a lot of time together. Who else, besides the hound, even knew Arya had a list.