Is there any way for us to know if one of our end customers have set up direct deposit?

Unfortunately, there is no way to verify this. The end-customer usually needs to provide a Direct Deposit form to their employer, Government or Payroll provider with the account information to process the deposit.

You can assume that if a end-customer has requested a Direct Deposit form they are going to give it to an employer, but this is is not guaranteed (i.e an end-customer can ask their bank for a Direct Deposit form but decide to use a different account for their payroll because their second bank gives them a better incentive or their payroll provider cannot recognize that institution)

There are solutions in the market to switch existing direct deposits payroll like Pinwheel or Atomic which you may find interesting.