But-雖然原來是對等連接詞 不過這邊當作However類似的副詞即可
what may come as a surprise-名詞子句當主詞 其中what是連接詞作主詞的功能 as a surprise-介係詞+名詞當作副詞修飾may come

is the fact--is是前面what may come as a surprise的動詞 the fact是what may come as a surprise的主詞補語

that the fruit which most of us associate with New Zealand in fact comes from China--這句是the fact的形容詞子句 用來修飾形容the fact

如果是一般對話英文 不想搞懂文法就算了 不過如果是考試 不懂文法十之八九都選不出答案