And yet, the quantum mechanical world behaves exactly this way. Observations DO change exactly what happens. So, apparently at the quantum mechanical level, nature does have some way of knowing.

Not really. This is only the case for certain interpretations of what is going on such as in certain forms of the Copenhagen interpretation. Even then, observation in this context doesn't really mean observe in the colloquial sense but something closer to interact with another particle in a certain class of conditions. The notion that you seem to be conflating this with is the idea that consciousness causes collapse. Not many physicists take that idea at all seriously. In most version of the Many-Worlds interpretation, one doesn't need to say anything about observations triggering anything (or at least can talk about everything without talking about observations).

Disclaimer: My knowledge of QM is very poor. If someone here who knows more spots anything wrong above please correct me.