Gad (n.) c. 1300, "a goad, sharp pointed stick to drive oxen, etc.;" c. 1400, "sharp-pointed metal spike," from Old Norse gaddr "spike, nail". That is the source of the expression, 'gadding about'. There also was a Middle English gadeling (Old English gædeling) "kinsman, companion in arms; fellow, man," which could have given rise to the attention seeking call of "Oh Gad!", but that is more likely to be a corruption of "Oh, God!".
The first known use of gadzooks, the other exclamation, was circa 1652, perhaps from God's hooks, the nails of the Crucifixion.
That do you, Nev?