It was almost certainly an expression encompassing the minor blasphemy 'Gawd!' As to the identity ... it was James Gordon Bennett (born 1841), son of a Scotsman, who started the New York Herald and later became a great American 19th-Century newspaper owner.
The expression 'Gordon Bennett!' is reputed to have come from the tycoon's habit of entering restaurants and whipping off the tablecloths of unsuspecting diners, covering them with food in the process. He would then hand over large rolls of banknotes to make amends.
Bennett suffered from a mental illness, milder degrees of which are known as hypomania.
Bennett's behaviour was bizarre. He urinated into the piano that had been brought to his engagement party, and later fought a duel with his would-be brother-in-law
His mania became so pronounced that he became a social outcast, dying in 1918.
There's a magnificent memorial to him and his father in Herald Square, opposite Macy's, in New York.