shock horror It appears the British have authorship of this. From FumbleFingers:
The earliest written instance of this collocation with OP's specific
sense that I can find is from 1968: A team of Private Eye drunks
recently investigated the great Mirror shock horror probe. The
satirical UK magazine Private Eye is certainly the publication I
associate most with the usage - in that example they were lampooning
the [Sunday] Mirror's supposed tendency to go overboard with their
headlines, but at the time you'd never have seen Shock Horror used
together in a real headline.
And the definition from Collins Dictionary:
A shock horror story is presented in a way that is intended to
cause great shock or anger. "The media is full of shock-horror
headlines about under-age crime".
an exclamation You can say shock horror! in reaction to something that
other people may find shocking or surprising, to indicate that you do
not find it shocking or surprising at all.
[humorous, informal, feelings] I felt intellectually superior
despite–shock horror–my lack of qualifications.
shock-horror in British
facetious (esp of newspaper headlines) sensationalistic
showing its definable 'birth' in recent times.