But what got me confused was the end part because it left me with some questions: "How come this happened? Will the Wilson ever find out Adelaide is actually Red (the tethered clone)?

Honestly, that part got me confused too. It was after watching the movie and reviewing it another time that I could understand what happened there; that Red is the original Adelaide and vice versa. That was a wonderful play on the mind. I had to explain it to a friend too who was totally lost, haha.
This was a nice work from Jordan Peele. I've heard people also rate the movie low but it was a nice watch for me.