The �Nora' is not a woman's name but a form of the word �horror'. The phrase started off as "flaming horror" (or "flipping/bloody horror") as a cry of dismay/disbelief. In the normal Cockney manner, the final �g' and the opening �h' were dropped to produce something that sounded like "flamin'-orror" and that in turn over the years became "Flamin' Nora!"...or "Bloody Nora!" as a stronger version.
More on Gordon Bennett. He was quite a character.He would have been well-known in Britain not just for being the man behind the Stanley -Livingstone exercise but as a milionaire socialite who spent much time in high society in Europe and who sponsored motor races over here (the Gordon Bennett Cup)
His name lends itself to being used instead of 'God!' (or, particularly, the Londoners' 'Gawd!' ) in exclamation.