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Maybe Kaido and his minions don't care about the prophecy even if they know it's true: "So you are back… uhm? I beat you all and your boss Oden 20 years ago, then why I wouldn't beat you all your 9 assses now?"
Remember Kaido is not aware that Luffy is the main character of the story 
@uniaka:
But orochi knows about them, and they consider him crazy because of that.
I think he just have suspects but he hasnt actual proof,thats why they consider him just a lunatic. While Kaido,considering what happened in Dressrosa and Zou,should be pretty sure that they are alive
@Daz:
The most obvious answer to All the above questions is if the Kaido and Wano storylines were stuck together with duct tape
I'm actually a little worried how it will all come into place later. 
–- Update From New Post Merge ---
To me it seems Hyori is the most likely source of the spread. Doubt Kawamatsu would spill the beans, even under torture. And we've seen Hyori doing some nasty stuff through her life to exact her revenge. Her and Kyoshiro have an angle. And it might have included sharing the information with Kaido behind Orochi's back in order to gain something else.
Out of all the possible options, this one seems the juiciest.
I think Kaido gains resources, has his own island in Wano. Wano being cut off from the world is even better for him to run his operations of having DF users in his crew. Im not sure if it's only Orochi that has connection to CP-0 or is Kaidou involved too? It certainly gives Kaidou lot of options. And Kaidou is gaining allies through the prison camps. So it's ok for Kaidou to let Orochi do his things as long as Orochi does his bidding whenever called upon.
This seems like a win win for Kaidou since he can take care of any rebellion with his calamities easily.
What's the schedule for next VIZ chapter?
Or on the final page of the current VIZ chapter…
Yasu's revelations might be the start of a flashback
is his name literally cheap
