Learn Portuguese (Portugal): Que surpresa, vocês estão a fofocar sem mim! - What a surprise, you guys are gossiping without me!

In Portuguese exclamations, Que is followed directly by the noun or adjective, without an indefinite article. So 'What a surprise!' is simply Que surpresa!, just like 'What a good idea!' is Que boa ideia!.

Since expressing emotion or surprise is a subjunctive trigger, why is estão in the indicative here?

Expressions of surprise do trigger the subjunctive when they are connected to a subordinate clause by the conjunction que (for example, É uma surpresa que vocês estejam a fofocar). However, in this sentence, the exclamation (Que surpresa) and the observation (vocês estão a fofocar) are two completely independent statements separated by a comma. Without the conjunction linking them, the second clause just states a fact in the indicative.

Why do we use mim instead of me or eu at the end of the sentence?

Because sem is a preposition, it must be followed by a prepositional (or 'tonic') pronoun, which is mim for the first person. You only use eu after a preposition if you are the active subject of a following verb (like sem eu saber - 'without me knowing'). The pronoun me is an object pronoun used strictly as a direct or indirect object attached to verbs, not prepositions.

Is fofocar the only way to say 'to gossip' in European Portuguese?