Are there any scientific achievements by ancient civilizations that baffle scientists today?
There are not any scientific achievements of any ancient civilisations that baffle scientists today. However, there are some things which impress scientists and engineers today that were produced by ancient societies, examples include:
1) Lycurgus Cup - Wikipedia: Roman dichroic glass (gold and silver nanoparticles in glass), that change colour depending on whether the light source is behind (transmissive) or in front of the object (reflective). Those that made the artefact are unlikely to understand the physics, but this can be achieved with straightforward technology they had to hand, place a small quantity of gold and silver (ideally filings) with glass in a leather pouch and hit it with a hammer for many hours, the metal is ground into ever smaller particles, eventually becoming nanoparticles - it is likely that the creator was experimenting with imparting metallic properties to glass and discovered this by accident, what a discovery.