I agree with appalled. I think that it’s the best word for the context you’ve given.
Here’s an interesting diagram for you! It displays several versions of emotions. Maybe you will find it useful.
Edit: Under the category 'surprise,' the wheel lists startled, confused, amazed, excited, shocked, dismayed, disillusioned, perplexed, astonished, awe, eager, and energetic.
I apologize for not summarizing the link originally.