It might be said of only five characters that they were not surprised by Elizabeth's engagement to Darcy. One individual might not have been surprised because of observation. Two others might not have been surprised because of personal involvement with Darcy. Two might not have been surprised because of their close relationships with Darcy.
Charlotte might not have been surprised by their engagement because, while Elizabeth was visiting in Kent, Charlotte observed Darcy's attentions to Elizabeth and made a comment or two to Elizabeth about her suspicion of Darcy's admiration for Elizabeth.
Aunt and Uncle Gardiner might not have been surprised because of their close involvement with Darcy during the attempts to save Lydia to her own foolishness after having thrown herself on Wickham and run off with him (having no thoughts of nor intention of elopement and marriage). In fact, Aunt Gardener says in her letter that they had acted as they had because of their conviction of the secret engagement between them.
I only mean to let you know that I had not imagined such enquiries to be necessary on your side. If you do not choose to understand me, forgive my impertinence. Your uncle is as much surprised as I am -- and nothing but the belief of your being a party concerned would have allowed him to act as he has done.
It is quite reasonable to be assured that Miss Georgiana Darcy was not surprised because of her close relationship with her beloved brother and because everything he did while Elizabeth was in the vicinity of Pemberley was done so that Georgiana and Elizabeth might come to love each as sisters. It may be possible that Colonel Fitzwilliam was not a bit surprised because of his close relationship with both Darcy and Georgiana, yet nothing in the text addresses this, so his surprise of lack of it is purely conjecture.