Gordon Bennet = gorblimey = God blind me
Just so. As many euphemisms, you keep the first bit "gor.." but then complete it with something else. So why just did ending it with ....don Bennett become so widespread?
Many of these odd phrases have competing explanations and ne'er the truth be known. I sometimes wonder whether in fact they came about precisely because they could be parsed in several ways, and therefore appealed to different people for different reasons. Or even became popular precisely because they were independently invented from different origins and then converged.
The Australian general story is what I heard first. Although Nutrax's date argument makes it look like just another piece of crap folk etymology, which I'm perfectly prepared to believe, we should also realise that he distinguished himself at Gallipoli in the First World War, another disaster.