There are two ways to interpret that sentence, and it hinges on a weirdness of how English uses the indefinite article.

Any character or monster that doesn’t notice a threat is surprised at the start of the counter.

The usual interpretation of "a threat" here is that it means "one threat". If that is the correct reading, your question is the result. Is it correct though? This meaning would require that surprise is a relationship between two individuals, so that the dire wolf could be surprised by the rogue but also not surprised by the enchanter.

Is this how surprise works? It turns out, no:

If you're surprised, you can't move or take an action on your first turn of the combat, and you can't take a reaction until that turn ends. (PBRv0.2, p. 69)

Surprise is not a relationship between two entities, it is a state of a single entity. It's impossible to be surprised by one opponent but not surprised by another.

Is there another way to read that sentence about "a threat" that makes surprise sensible as a state? As it turns out, yes.

"English is funny that way"

Another use for the indefinite article, which looks identical to the "one threat" meaning, makes the sentence in question

Any character or monster that doesn’t notice a threat is surprised at the start of the counter.

mean any threat at all, not just one. If this meaning of "a threat" is how it's being used, then that means only creatures who notice no threat are surprised.

Because this reading is perfectly normal English, but ambiguous, we need to confirm the reason by looking for clues in the surrounding text. That confirmation is in the definition of surprise we looked at above: being surprised means being completely surprised, which only makes sense if it happens when no threat is noticed.

So the dire wolf is not surprised, because it did notice a threat, as opposed to not noticing a threat. (See how that makes sense put that way?)

On the plus side, the champion and the rogue don't need surprise to have advantage on the dire wolf, because that doesn't rely on surprise, but rather on being unseen, and being unseen is a directional relationship, not a state.

The combat begins when the Darkmantle decides to attack. If the players don't notice the Darkmantle at the beginning of combat, they are surprised:

Any character or monster that doesn’t notice a threat is surprised.

So, thanks to False Appearance, the Darkmantle has a Surprise attack. Also, when the combat starts, the adventurers don't know that they're in a combat situation and so are not scanning the entire space all the time, unless previously stated (they are not combat-aware), so the Darkmantle remains hidden until its turn. However, all characters that are higher in the initiative order than the Darkmantle are no longer surprised at the end of their turn (or, better say, the "Surprise" property is no longer applied to them)! They are thus able to take reactions. For reference, this answer to another question (also linked in the comment of this question) breaks it down in full detail.

The Unseen Attacker advantage, however, depends on the DM's ruling, as the RAW are not specific about this.

As far as Darkmantles go, they could approach their target unnoticed. They don't have to fly, they can just drop down. One could reasonably fall unnoticed as easily as dropping a curtain on top of someone. Even if someone would notice the creature as it was falling, they'd only get enough time to look up and see the horrid array of teeth approaching swiftly.

If you still believe your Darkmantles are unable to automatically Batman your PC's, then a Stealth check is appropriate, and should be made during the Darkmantle's Move action. In either case, the Surprise Attack persists, it is only the Unseen Attacker advantage that is at stake.

Keep in mind that the target of the attack must be taken into account. If the Darkmantle attacks a character that was higher in the initiative order, the character can take reactions (like Tempest Cleric's Wrath of the Storm), regardless of whether the Darkmantle remained hidden during its movement or not. The very act of attacking reveals it:

If you are hidden—both unseen and unheard—when you make an attack, you give away your location when the attack hits or misses.

However, if the trigger for their reaction is before the attack, the Darkmantle's visibility has to be taken into account.

If the Darkmantle attacks a character that's lower in the initiative order, the character won't be able to react until the end of its own turn. So, even if his reactions trigger "on hit", he won't be able to use them. However, if the characters that went before the Darkmantle have a reaction that triggers "when an ally is attacked", they can take that reaction (again, because the attack reveals it).

There is only the final, special case to consider, where the Stealth check is only partially successful and one or more characters notice the Darkmantle as it moves in to strike. It is fully within their ability to warn the others of the threat, as they can talk out of turn (within reason). However, as it's the Darkmantle's movement that triggers the Stealth check, the players that were surprised at the moment of the attack still remain surprised. Whether the darkmantle retains its Unseen Attacker advantage or not is up to the DM and his opinion on how fast a character can react to a warning.

From a role-playing perspective, if the Darkmantle remains unseen the adventurers either didn't notice the attack until the moment it hit, or they noticed it too late to do anything about it (including removing the advantage).

Here's an example of how that could be acted out:

(A PC walks under the Darkmantle and it decides to attack.)

DM: As you explore the dark cave, you feel a slight chill up your spine... Roll Initiative!

Player: Why? Do we see anyone here?

DM: Not yet.

(Initiative order is set. )

DM (to the players at the top of the initiative order, before the Darkmantle): You are not aware of any threats and proceed as you were.

(The Darkmantle's turn comes. It makes its optional Stealth check... and remains hidden. It swoops down on its unsuspecting target and rolls its attack with advantage... success!)

DM: Alright... Aldore, your head is suddenly wrapped in a curtain of flesh and you feel piercing teeth gnawing at your cranium. You take XX damage!

(DM now describes the attacker, and the battle continues. The characters that haven't had their turns yet are still surprised. When all turns resolve, the combat continues as usual from the top of the initiative order.)

Now, if the creature missed the attack (either by lacking or despite the advantage) you could have it be because the character noticed it and dodged in the last second, or you could make the Darkmantle comically flop on the ground in the middle of the party. Your choice :)