They will know, if and when the warlock makes noise
The invisible condition says:
The creature's location can be detected by any noise it makes or any tracks it leaves.
Generally, if a creature is moving, it is making noise. Even if a creature stands still, simply breathing, the leather straps on its pack are creaking, its metal armor is clinking, etc. It is usually assumed that all creatures know the presence of any other creature 'on the board' that is not Hiding, even those that are invisible, simply by being alert for danger and listening. If your warlock wanted to be unheard as well as invisible, they would need to Hide, spending their action to attempt stealth. Since they are invisible, they can Hide even if they are within line of sight of opponents. But they are unlikely to have an action immediately available to Hide, since they teleported in response to taking damage, and that would more often happen on their opponent's turn rather than their own.
If there is an active battle going on, your DM could reasonably rule that the warlock's location is unknown until it starts moving, since the sounds of battle might obscure the noise the warlock makes just by standing still in its new location.
Further discussion can be found on a number of questions, such as:
How to guess the location of invisible enemies?
Does casting Mislead within enemy eyesight reveal the illusion to be false?