This is an example of a Gettier Problem, "a landmark philosophical problem with our understanding of knowledge". Gettier published his original paper in 1963, and people are still arguing about it. It's possible that someone writing in an obscure philosophical journal has labeled the exact case you describe, but if so, the term hasn't passed into general use.
The core of the Gettier Problem is whether the listener "knows" what they have been told. If knowledge is defined as "true, justified belief", there are many examples (such as your own) where the justification rests on incomplete information, e.g. the listener not being aware that the speaker was lying.
In the absence of a general term, there are specific terms that are relevant in certain contexts.
In a spy novel, for example, it could be a double deception, since the speaker's own notions of true and false may have been manipulated by a third party. As a source of spy lingo involving multiple levels of deception, there's
Wilderness of Mirrors.
In a farce (something lighter with a happier ending), there are works like The Importance of Being Earnest, where the deception known to the audience but "unknown" to the characters. In art and in life, this could be described as farcical deception.