They won't be shocked, it's literally what they wanted and why people voted the way they did. You can't just blame corruption or something anymore. It's what people want.
I think lots of voters want "let's deport all illegal immigrants!"
I think they would be shocked if they understood what kind of operation it would take to deport 15 million and what the side effects would be. For comparison, the entire (huge) prison population is 1.9 million.
I think some terrible things will happen to immigrants (and people suspected of being immigrants), but this scale doesn't seem possible and will be fought against by powerful interests (businesses employing them, etc).
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And that is the saddest part of all.