That's one of those moments that separates great fanfic from the predictable stuff. I've seen so many versions, and Daphne's reaction totally depends on the writer's core take on her character. The classic 'Ice Queen' Daphne usually has this perfect, frozen stillness. She won't yell or cry; it's more like her expression shuts down completely, and her tone goes so polite it's lethal. She might say something like, 'I see. Congratulations, Potter,' and just walk away, leaving Harry wondering if he just signed his own social death warrant.
The 'Reformed Slytherin' or 'Secretly Soft' Daphne is different. There's a flicker of genuine hurt before the mask snaps back into place. You might get a strained smile or a too-quick change of subject. The best fics I've read play with the aftermath—she avoids him, throws herself into NEWT studies, or has a blistering argument with Tracey Davis about why she ever thought a Gryffindor was a good idea. The real drama isn't the finding out; it's how her established friendship with Harry fractures or evolves from that point. Honestly, I'm more interested in the quiet, months-later reconciliation than the initial shock scene.
I tend to skip the ones where she just starts hexing the girlfriend on sight. That feels like a different character altogether.