The View co-host stunned many after news surfaced Friday that husband Lamar Sally had filed for separation – and that the estranged couple are expecting a child via surrogate.
Few were more shocked that those within Shepherd's orbit.
"She is such a pro. She came to work all week and nobody knew that anything was going on," a source who knows Shepherd tells PEOPLE. "Nobody knew that she was even expecting with the surrogate."
The source says that Shepherd, 47, "keeps her private life very private, and she talked about wanting to have a baby with a surrogate on the show but she generally only shares news when she has news to share."
Adds the source: "She keeps it so together and professional. People thought she was fine."
As for Sally, "he always seemed to be there to support her," the insider explains. "It seemed like they had a happy, supportive relationship. This is a shock."
Sally, whom Shepherd married in August 2011, filed for legal separation on May 2, revealing in court documents that the couple are expecting a baby boy via surrogate.
In addition to spousal support, Sally is seeking full custody of the baby, who is due to arrive in July and will be named Lamar Sally Jr.
He is also requesting that Shepherd, who has an 8-year-old son with ex-husband Jeff Tarpley, only be granted "reasonable" visitation rights, and that their prenup be invalidated on grounds of fraud.
Shepherd has yet to directly address the split, but she took to Twitter on Thursday, writing: "Don't underestimate the power of friendship... friends are the soft landing when you fall."
" Don't underestimate the power of friendship....friends are the soft landing when you fall. I love you both..@JawnMurray and @ Bone Hampton