Wiktionary
holy moses
interj. (context mildly blasphemous English) expression of surprise, contempt, outrage, disgust, boredom, frustration.
Wikipedia
Holy Moses
Holy Moses is a German thrash metal band. They are well noted for being fronted by Sabina Classen (it is rare for a woman to be a singer in thrash metal) and for being one of the very first German thrash metal bands.