The way it is, the sentence doesn't sound natural to me. He might very well come, I shouldn't be surprised (if he comes; I'm actually expecting him to come) He might come(I think, he would), but I should seem surprised(probably to pretend not caring about his coming)
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kprichardsHe might come, but I should be surprised.This is natural for a minority of speakers of BrE, but most native speakers use 'would' -