Good question. First of all, as a drop shipper, I don't think that you have anything to hide from your buyers. I agree with what you and TopSales have already mentioned: Just say that the products will be shipped directly from your supplier and will arrive separately.
As long as the items arrive when you say they will and meet their expectations, buyers don't really care where or who the item came from and they won't ask any questions.
If they do need any further reassurance, you can tell them that you have good relationships with your suppliers and that you use the same shipping method all the time.