Many Nazi leaders didn't expect the situation to become as absolutely dire as it did. Attempting to push the Western Allies out of Normandy and the Ardennes offensive were not necessarily intended to win against the Western Allies, but to ensure that in a peace deal or surrender Nazi Germany would have a strong bargaining standpoint in order to keep themselves and Germany in relatively good condition.

Many people believe that after the destruction of 6th Army, the defeat at the Second Battle of El Alamein, and losing control of the Atlantic, all by 1943, that Germany was essentially defeated and just dragging through the motions. However, nothing was decided until the Soviet Summer Offensive of 1944 and the co-operative invasion of Normandy. After the Battle of Stalingrad, von Manstein encircled, captured, and destroyed 52 Soviet divisions and recaptured the cities Kharkov and Belgrod in the Thrid Battle of Kharkov; and the failure of Operation Citadel and the Soviet success at Kursk decided only who would be on the offensive. Surrender and victory were not decided until quite some time later.

Recently, focus on single battles and engagements as defining moments in the wars have been shunned in favour of looking at larger operations, offensives, and campaigns as a whole, as the scale of WW2 is so massive that single battles are only smaller parts of the larger story.

When it became clear that all was lost (failure of Ardennes, success of Soviet Vistula-Lowe offensive, et cetera) the Germans knew that the only option was unconditional surrender to either side, but much preferred the idea of surrender to the Western Allies over the Soviets, who knew Soviet revenge and exploitation would far outstrip anything the Allies had it in them to inflict upon Germany. From 1944 to the very end of the war, most German soldiers and leaders hoped they could surrender to the Western Allies and gain a good peace for Germany, much like Japan hoped with America (until the atom bombs dropped). However, Hitler's orders were not to, and so Eastern Germany and Prussia eventually had to surrender to the Soviets.

As for trial/execution/exile, I believe they knew it depended on who they were. SS, Party leaders, Einsatzgruppen, war criminals, generals who accomadated war crimes, et cetera, knew they would be either executed or life imprisoned, and thus made the attempt we see towards the end of the war (and even the end of the first death camps in 1942) to hide their crimes and the unbelievable magnitude of them.

Normal soldiers of the Heer, Kreigsmarine, and Luftwaffe were confident that at the hands of the Western Allies they would be treated fairly well, as each side was relatively civil to the other in France and Western Germany (and I emphasise relatively, the fighting could still be brutal by our standards). Nobody wanted to surrender to the Soviets though, high-ranking or lowliest army medic. Death in return for Nazi treatment of Soviets via forced labour was practically guaranteed.

I'm not sure anyone in the NSDAP appreciated the idea of mass trials the size and scope and utter thoroughness of the Nuremberg trials, but post-War is generally beyond my scope after a very short few periods and facts relating to WW2.

The topic is vast and complex, depending entirely on the front, specific period, and the specific leader, soldier, general, official, et cetera. I haven't even touched on the various Reichskommissars, designers, scientists, politicians, et cetera who also had their own thoughts about surrender. There is simply too much to cover in one post and one night, but I hope this was enough to give a general overview.

Sources:

Antony Beevor, The Second World War

Antony Beevor, Stalingrad

Alan Clark, Barbarossa

Richard J. Evans, The Third Reich At War

apparently Herman Goering was shocked when he surrendered to the Americans that his medals and other military items were confiscated, he was then strip searched and then put into a military prison. He expected he would dine with Allied Generals, and play some role in the rebuilding of West Germany. However Goering was a medically certified narcissist, most of the German leadership from what I know knew that they would be held accountable in some way. For example, Warner Von Braun knew if he surrendered to the British he would be tried for War Crimes, which is why he surrendered to the American's who he knew would be interested in Rocket technology and would probably be willing to cut him a deal.