A euphemism expletive. Portmanteau. Something you say as a euphemism, in lieu of a conventional "offensive" expletive.
Apparently, I just coined it! Google says zero hits. Weird.
I'll lay dibs to "euphemixpletive" at the same time (also zero hits), but it's a clearly inferior construction.
The correct neologism for this usage is "euphemexpletive."