Blue murder
scream bloody murder
There is also 'sreaming blue murder'(UK?).
Where does that come from?Might "blue" be a euphemism for "bloody"?
We say "blue murder" in the U.S. too.
To cry or shout 'blue murder' summons up a picture of someone in fear or terror but not involved in an actual murder. The origin of this one is said to be a play on the French 'Morbleu'.
The related 'to get away with blue murder' must have the same source, but has no overtones of fear or terror, merely good fortune.
Blue is occasionally added to words to strengthen them, eg blue blazes, blue funk, thus raising another possible origin.