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Hounder - well, since the information that there even was a bodyguard came in the same chapter of the reveal, it's impossible to prove one saw that coming through the chapter, anyway, since the only possible proof is posting a comment before the reveal happens.
But when they started to talk about the bodyguard being so skilled and he shot the bounty hunter's mirror, the thought did cross my mind. But it was totally baseless, something like "What if it were his dad?"
To be honest, after someone guessed the identities of the Female, Armour and Colossus Titans ONE YEAR before the reveal, nothing surprises me anymore.