All three standardized test answers are correct.
1. "Which surprises us all" might be better in some circumstances. Given that she has won twice before, there is serious doubt as to why anybody should be surprised by her third victory. There must be some missing context, without which we cannot decide whether the past simple or the past perfect is better.
2. The statement "it doesn't matter whether" refers to a condition precedent, in other words a condition that occurred in the past. That's why the past perfect is required here.
3. The place does not lend you the umbrella. It is the bankers who work there who do so.
Student or Learner