Oh gosh, weapon found in river (4,2)
I believe the answer is:
dear me
'oh gosh' is the definition.
(both express dismay)
'weapon found in river' is the wordplay.
'weapon' becomes 'arm' (synonyms).
'found in' means one lot of letters goes inside another.
'river' becomes 'dee' (River Dee).
'arm' inserted within 'dee' is 'DEAR ME'.
(Other definitions for dear me that I've seen before include "Expression of mild regret from precious self" , "how distressing!" , "how sad" , "What a pity" , "Mild expression of distress from expensive self" .)