I thought perhaps she might have expected them to pull her into the car and take her to some remote location to question and/or kill her rather than simply pulling out the gun and shooting her in the street.

It's ambiguous. Maybe she actually had manufactured a means to be released that would allow her to continue with the resistance. She seems resourceful enough. But they can't know what she has planned and she realises they've come to kill, not collect her. This ambiguity is what the movie is all about as far as I can tell.
"Be wary of Wenk I want to warn you!"

Please add spoiler tag to header

SPOILER ALERT!!!
Of course she looked surprised. Anyone would if suddenly confronted by a killer, even if they were your associates. I'm of the opinion that she knew what was in store for her. She knew what the others would think, and how they would go about their business. She was always portrayed as bright, and ingenious, with good foresight.
Getting herself killed was her only escape. She knew very well that the others in the resistance would come after her, that's why she only gave the Germans a little information at first, claiming that she needed to get back on the street to renew her contacts.

She looked surprised at first, then somewhat resigned to me.
I don't think that her "plan" was to be sacrificed, but she was realistic about it.