Dooku in the theatrical cut seems to know the full picture but gets stabbed in the back at the last moment (presumably he doesn't bother trying to tell Anakin this because he doesn't think he will be believed and doesn't want to go out like a wuss, though I can't see what he had to lose by giving it a go).
In a rogue Jedi version Dooku may have no idea that Palpatine is the Sith Lord he may think he is just abducting the puppet leader of the Republic to force an investigation or he may know it's him and wants to force a confession.
Dooku's shocked response could work either way.
If Sidious (in disguise) ordered Lord Tyrannus to kidnap the Chancellor the shock may come from a sudden realisation of who his 'master' is.
If Sidious openly ordered Lord Tyrannus to appear to kidnap him (as a means of prolonging the war) the shock comes from finding out he has been double-crossed.
If Count Dooku doesn't know that Palpatine is the Sith Lord and thinks he is just another puppet in the Sith game, the shock comes from the sudden realisation that the big bad was on his ship all along.
The only time the shock doesn't work is if Jedi Dooku knows that Palpatine is the Sith Lord. In that instance wouldn't he either try to unmask or kill him as soon as possible?
Using Palpatine as bait for a show down with Obi-Wan and Anakin makes no sense at all if Jedi Dooku knows the Chancellor and the Sith Master are one and the same.