Mickey never knew that she was there. Let's look at the timeline of events.
1. Aqua leaves and tells Mickey that she will take Ven somewhere safe.
2. Aqua brings Ven to Land of Departure, and transforms the world into Castle Oblivion.
3. Aqua goes to Radiant Garden and fights Terranort.
4. Aqua defeats Terranort, but as he fades into a pool of darkness, she jumps in to save him.
5. Aqua realizes that they can't both make it back. She uses her armor and Keyblade to send Terra back to the Realm of Light.
6. Aqua ends up in the Realm of Darkness, with nobody knowing what happened to her.
I think that Aqua was the one who left the message in Jiminy's Journal. After all, at the end of Coded, Mickey goes into the digital journal world again to find out about the tormented souls. He probably then told Sora about the Keyblade warriors in his letter.