I hear people say, "Oh my goodness gracious"....so I assume that what you are asking about is just a shortened version (oh my goodness). I have never heard of this phrase being short for taking the Lord's name in vane.
As a child, I was not allowed to take His name in vane. I also wasn't allowed to say, "geez". This being short for Jesus....just wasn't okay in my family. My children have never said, "Gosh" or "oh my goodness", but I don't think that I would be upset if they did. I would assume that shoot is short for sh_t. My daughter said shoot (and also dog-gone-it) when she dropped her toothbrush earlier this evening....it didn't cross my mind to get upset about this, but everyone has their own opinions.