Possible Clues:

• ''That's unexpected!''
• My babe in arms?
• “@#$%! Annie Oakley just had a baby!”
• "Doggone it!"
• Address, in the US, firearm issue?
• Colt's offspring? No way!
• 'Well, I'll be!'
• ''I don't believe it!''
• Thus a reason not to smoke with a French rogue
• “Darn it!”