It's striking in retrospect once you realize that everyone, including the caretaker who bugged Virgil's car and told Clair'e elaborate backstory, was in on it from the beginning. Claire conversations while Virgil watched her were also a put-on. But, it wasn't hard to figure out something's up in the last act:
By the time Claire and Virgil's romance appeared to wrap up, there was still 35-40 minutes left in the film so you knew SOMETHING was about to go down
Billy's bitterness and tension toward Virgil, especially at the final auction made it obvious he had bad intentions toward him
Again, the neat wrapped up romance with 40 minutes left in the film and we still didn't know who was leaving the gears all over the house and Claire never indicated it was her. I was also suspicious of Robert early and found it odd that he didn't want to be paid for his work
The incredibly awkward dinner with exchanged glances and Claire looking extremely uncomfortable around Virgil; at that point, I'd already figured she'd scammed him, I just didn't know the full extent of the scam.
It was a really cold thing to do but, Virgil brought it on himself: he conspired with Billy for decades to trick people out of their artwork.