Correct or not?: What she said nothing surprised me.

[snaren]

Hello!

'What she said nothing surprised me.'

I am not sure about the above sentence. I think:

1- What she said nothing surprised me. (Incorrect)

2- What she said surprised me. (Correct)

3- She said nothing surprised me. (Correct)

And someone said that:

'What she said nothing surprised me.' is correct! Because 'nothing' here functions as an Adverb, and it modifies 'said'.

Thanks for your great answers!

[Greeny]

Hey, I agree with you. 2 and 3 are correct, and 1 is in correct.

I think in the case that "nothing" modifies "said", the correct sentence should be:
That she said nothing surprised me.