The most common and most likely answer to this crossword clue is the 4 letter word PHEW
I've seen this crossword clue in The Daily Telegraph
P
H
E
W
More clues leading to the result PHEW
- Exclamation of relief not many voiced
- What indicates relief from power cut
- That was close relative leaving north-east
- I’m relieved to see seat outside hotel
- Phil’s number one cut — that was close!
- Power cut – glad to have survived that!
- Bottom on couch occupying seat that was close!
- Husband occupying seat in church – that’s a relief
- Hardly any to discuss – what a relief!
- Exclamation of relief not many heard
Buddy explains!

The straight part
We know that "gosh" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case gosh = phew.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does PHEW mean?
PHEW interjection- Used to express relief of tension, fatigue, or surprise.
- Used to show disgust.