The straightforward interpretation is that Sombra is aware of McCree’s connections, such as to Ana, who was his shooting teacher and mentor (moreso than Gabriel, who was specifically his covert ops teacher and commander).
Sombra may have had contact with him in the “Reflections” comic.
However, there is the possibility that Olivia “Sombra” Colomar is an undercover Blackwatch agent (working with her boss, Gabriel, to infiltrate Talon).
It’s lowkey implied by a few things.
1) her attachment and teasing working relationship with Reaper. They are implied to share a number of secrets (Gabriel’s identity and his nickname “Gabe”, for example) that the other Talon characters either don’t know or have suspicions about but lack proof of.
2) her knowledge of Jack Morrison, Ana Amari, and Jesse McCree (and as I wrote, the possibility that she gave Jack info on Ana’s current whereabouts to help him). She knows the different, fairly complex relationships that helped govern and guide Overwatch for years, especially in ways that characters like Moira or McCree himself may not know.
3) she knows other Blackwatch characters or related characters (Genji, Widowmaker and her husband). She knows Sojiro’s nickname for Genji (“sparrow”).
4) she appears to have joined Talon roughly at or after the events of Retribution. There is an agent whose name is still redacted in the “declassified” Venice Memorandums.
Most importantly:
She has enough “open space” in her backstory to make it possible.
A “Blackwatch Sombra” reveal could easily occur the way “Blackwatch Genji” did: as a skin, in a comic, or in an Archives event. Prior to Uprising 2017, there was a big enough gap in Genji’s story where Blizzard opted to make it clear he was once a Blackwatch agent (instead of a generic Overwatch agent).
Like Moira and Lucheng, it isn’t specifically that it WILL happen or is guaranteed. Instead, Blizzard has rather cleverly left enough gaps and vague clues to make it POSSIBLE if they want to.
The details in Sombra’s room set up her character to go either route: she could be exactly what she states she is – a hacker looking to get to the center of a massive conspiracy. Or she could be a Blackwatch agent posing as a hacker who wants to get to the center of a massive conspiracy.
She could also be both archetypes, in a genuine way.
We know that all the Blackwatch characters play on tropes and motivations: Gabriel as both Reaper and the spirit of Retribution; Genji as both revenge and redemption; Moira as both duality and ambiguity; McCree has both a renegade and someone deeply invested in justice.