Chechnya was a civil war within the internationally recognized borders of Russia, not an invasion. The only foreign power that had recognized independent Chechnya was Taliban-controlled Afghanistan.
There was a general feeling in the early and mid-2000s that Russia was finally changing for the better. The economy was growing and the quality of life was improving for many Russians. While no one mistook Putin for a democratic leader, he wasn't particularly bad as far as semi-authoritarian leaders go.
The invasion of Georgia in 2008 was a turning point, because people didn't believe Putin would go to war to prevent the expansion of NATO. But it wasn't a particularly big shock, because military interventions as an extension of foreign policy were quite common in the 1990s and 2000s. It was more unpleasant with "their side" doing it, but as long as "our side" was also doing it, military interventions were a legitimate policy tool. International politics is pretty childish in this respect.
After the invasion, politicians had much less favorable views of Putin. But they continued dealing with him, assuming that he would act based on rational self-interest. The real shock in the 2022 invasion of Ukraine was not the invasion itself but the irrationality of it. If Putin could miscalculate his actions so badly, it made no sense to treat him as a rational actor anymore.