I was never "caught" by my parents, although I'm sure my mom must have known.
No sibs so I was always in mom's things and she must have noticed her things were messed with and made the connection.
My "caught" moment was my Aunt. I was visiting and my female cousin and I were in her room. I was about 12 and she a little younger. She wanted to play dressup and of course I readily agreed. We were both in her mom's dresses and heels when she walked in the room. She played it off as being cute and then when my cousin left the room she pulled me aside and quietly said anytime I wanted to dress up she would happily help me. I very nervously thanked her and left. I never did accept her offer and wonder now and then what it would have been like to have her help and where it might have led me.