Everybody Knows... but most especially Illyrio knows... how?

I'm not sure the time line between Xaro, Pyatt, and Quaithe coming to contact with Dany in the abandoned town in the red waste, but it seems that there was a decent amount of time between that occurrence and Belwas and Barristan being sent to Qarth.

I do think that there may be an alliance between Xaro and Illyrio. If you recall around the time that Illyrio tells Tyrion that he expects Dany to come to Volantis by sea, Xaro is offering Dany thirteen ships if she would leave Mereen for Westeros. So my guess is there may be an alliance and a line of communication between Illyrio and Xaro.

As for a glass candle, I'm unsure. But it always seemed a tad fishy to me that Jorah was so certain that a letter was arriving by caravan on the same day that the poisoning "attempt" is made on Dany by a member of the caravan. So maybe Illyrio communicates to Jorah via candle (or more likely the whole thing was a big ruse and Jorah was merely playing his part).

Now there is the scene where Tyrion divulges some of his musings to the red haired freckled washer girl in Illyrio's manse. Then after the girl leaves Tyrion finds the mushrooms and goes to sleep.

Later Illyrio teases Tyrion about his plans for Myrcella and Tyrion assumes that the washer girl reported it to Illyrio. Illyrio then tests Tyrion with the plate of mushrooms. Perhaps the washer woman did report it to Illyrio and perhaps Illyrio or one of his servants rifled through Tyrion's belongings when they brought him to his bed and found the mushrooms, or perhaps Illyrio was spying on Tyrion the entire time via candle.

Now there is at least some suspicion that Illyrio may dabble in magic. The fact that he kept his former wife's hands is an odd detail perhaps explained by Melisandre's lesson that fingerbones are exceptionally good for casting glamors.

ETA: Preston Jacobs does have an interesting theory that Illyrio gives the dragon eggs to Dany in a hope that her connection to the eggs during her travels to Vas Dothrak will help hatch the dragons.  (he relates it back to the Warlock telling Euron that it was going to take him a year to hatch Euron's egg).  So perhaps Illyrio was expecting Dany at some point to hatch the dragons.  Perhaps this is why Jorah keeps trying to steer her to Asshai during their travels.