I come in peace... three times a night -- FOR ALL MANKIND (Apple TV Plus)

Never explained how they knew about Sergei but very likely they had Aleida's house bugged/monitored since Margo was regularly talking to her and going there. In fact, my wife and I thought it was a bit silly that Margo met him there, but there's a bunch of stuff in the season that doesn't make sense

Real mars
https://www.youtube.com/watch?v=Vy_RPd0rblI

It looks way too terrestrial though! It's weird how the show fits my bad SF-addled concept of Mars more than real Mars.

Also the scene when Margo met Sergei outside a diner stretches credulity because she would never have been allowed there without her minders.