Yes the FBI and the Capitol Police were aware of the threat...

Yes the FBI and the Capitol Police were aware of the threat ahead of January 6th. Nancy Pelosi was also informed beforehand of January 6th.
What did raise my eyebrow was why the National Guard was not called up to defend the Capitol.
Nancy Pelosi who has responsibility for the security of the Capitol Building turned the offer of the National Guard down

https://www.washingtonpost.com/national-security/january-6-senate-investigation/2021/06/08/a8cc5b1e-c7d4-11eb-81b1-34796c7393af_story.html