Zhao Xinci’s son is a shadowy figure that Shen Wei knows nothing of. The man would be rather young for the position of Special Investigation Department Chief (his Haixing title) and Guardian Lord (his Dixing title), but to be able to receive such rank at a young age would speak highly of the man’s skills and accomplishments. Shen Wei knows only this, and that the man’s name is Zhao Yunlan. The name means little to him.
When I saw the way Zhao Yunlan talked to BCE on the rooftop in episode 1, I also thought they must have met before (although that doesn’t quite mesh with Shen Wei’s strong reaction to seeing him at the window). This is a great exploration of the hypothetical first meeting.