It seems to me that they're not unsurprised, and so they're actually surprised.

I think that's saying they're surprised. The saying in other contexts: "I can't say I'm not impressed" -> I'm impressed. "I can't say you didn't try" -> you tried.

I think you mean "I can't say I'm surprised" -> this is not at all surprising. But that's just one negative.

And what about ‘I’m not telling nobody’ which means ‘I won’t tell anyone’?

This isn't the first time I've seen a discussion about "double negatives" still being having negative meaning in English.

Last time, someone described how this is quite common, but that the opposite - "double positives" were always positive as there's no negation.

Then someone else replied: "Yeah, right!"

That's a common enough error that it's become well-known slang. People are used to it and can figure out the intended meaning by intonation and context. Although it's still one of those things that can confuse folks who aren't fluent in English.

"I can't say I'm surprised" or "I'm not surprised" would be much clearer here if the intention is to say this is NOT surprising. "I can't say I'm not surprised" is confusing enough that the intention is not clear. Logically it implies surprise.

That's an ironic mistake playing with the idea of negation being additive instead of multiplicative that is enabled by the subtle redundancy encoded in no/any/some.

Makes me wonder if it might be a linguistic eddy echoing from the clash of Germanic and Latin-based French, where negation contracted with the word is also very common (no idea if n'est and friends had been a thing in French at the time that clash happened)