I occasionally resolve a surprise attack on PCs before rolling initiative so the players are actually surprised and react more as if they are surprised. If any of them wish to use a reaction on round one we roll initiative at that time. It adds a bit of fun (at least it seems to be more fun).
"An arrow flies towards you!"
"I cast shield"
"Roll initiative."
<Dice rolls>
"Oh, no. the arrow hit me before I could get off my shield spell!"
It is, technically, wrong. But it does add some dramatic tension. And that's not a bad thing.
However, getting back to the OP's question: Like everyone else has said, your player is wrong. Once combat starts there is no more chance for surprise.
"An arrow flies towards you!"
"I cast shield"
"Roll initiative."
<Dice rolls>
"Oh, no. the arrow hit me before I could get off my shield spell!"
It is, technically, wrong. But it does add some dramatic tension. And that's not a bad thing.
However, getting back to the OP's question: Like everyone else has said, your player is wrong. Once combat starts there is no more chance for surprise.