Maggie's Farm

There were a few instances, prior to the war, where the rest of the world could have taken small steps to help. None were going to 'solve' the issue, but they would have been steps in the right direction and saved face after the fact.

A most damning portion of the world's indifference is laid out in Varian Fry's own story where private funding was provided to assist in the escape of many Jews and intellectuals who had been targeted.

The US was well aware of the situation and decided to play the neutral card. But not really. Because the US went out of its way to eventually turn Varian Fry in to the Nazis, in order to have him removed from France. The State Department hid its complicity for many years.

I'm not sure what the UN documents 'prove', though. The US and the world was aware what was going on - the government officially turned away the St. Louis in 1939. To say the government had no knowledge of the Holocaust at that point (a full year before 1940) is naive, at best.
William Dodd, the US ambassador, had reported back rafts of information about Germany's activities regarding Jews, and was simply not prepared or capable of dealing with it effectively (Hitler held him in very low regard), despite the fact his daughter (Martha Dodd) was having an affair with Putzi Hafstaengel, Hitler's best 'friend' until 1938 (when they left). She was very aware of what was happening - which meant William was.
1942 is usually just used as the "official" date simply because of the Wannsee Conference, when this was all official and codified.

The world knew long before Wannsee, though. There just wasn't much it could do, as you say, aside from win the war.

I think "knowing" is one thing, "doing something" quite another.

We could have "done more" but that implies so much that is just nonsense and blather. It's like the trope that we "knew" about 9/11 planning and "could have done something" to stop it. Unlikely. Could it potentially have been mitigated with better police work? Eh, maybe. But not really. After all, 'better' police work and even NSA surveillance didn't stop the Boston Marathon bombing - an event which we were supposed to be protected from because of the civil liberties which have been taken away.

The same is true of the Holocaust. Of course we knew. So what? It's not why we went to war, specifically, but the outcome of the war was the main means of ending it.
There's no way Hitler would have given 2 hoots about what the rest of the world thought.

After all, he was engaging eugenics, which had a 'scientific consensus' supporting it at the time. So it was politically palatable. You know, like man-made global climate change.