how did the saying gordon bennet come about?

The expletive Gordon Bennett appears to be a minced oath. It is a version of Gor blimey, which is itself a euphemistic version of God blind me. That, combined with Bennett's famously outrageous lifestyle and newsworthy stunts, is sufficient to explain why his name was picked out.

That's why; so what about when? The name Gordon Bennett appears in print many times in the 19th century, as we might expect of such a newsworthy figure. The earliest example that I've found of the expression being used as an expletive is in a novel by James Curtis from 1937 - You're in the Racket Too:

"He stretched and yawned. Gordon Bennett, he wasn't half tired."

There is much more to be found in phrases .org.

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