A bolt from the blue
A complete surprise, like a bolt of lightning from a clear blue sky.
This has the feel of a Shakespearian or Biblical expression but, as a phrase in English, it isn't as old as it sounds. There are several forms of it: 'out of the blue', 'a bolt out of the blue', etc. The earliest citation is Thomas Carlyle, in The French Revolution, 1837:
"Arrestment, sudden really as a bolt out of the Blue, has hit strange victims."
English versions of this expression probably derive as translations of the work of the Roman lyric poet Quintus Horatius Flaccus, better known as Horace. A translation from the Latin of Horace's Ode 34 begins:
My prayers were scant, my offerings few,
While witless wisdom fool'd my mind;
But now I trim my sails anew,
And trace the course I left behind.
For lo! the Sire of heaven on high,
By whose fierce bolts the clouds are riven,
To-day through an unclouded sky
Thomas Carlyle was, like many educated men of his era, a classical scholar and would have been well acquainted with Horace's Odes.