What does "by thunder" or "what in thunder" mean here?

Question

I'm just read The Hound of the Baskervilles, and in few sentences it's said about "in thunder" or "by thunder".

"Now," said Sir Henry Baskerville, "perhaps you will tell me, Mr. Holmes, what in thunder is the meaning of that, and who it is that takes so much interest in my affairs?"

and also this

"And yet, my dear Watson, there is so very close a connection that the one is extracted out of the other. 'You,' 'your,' 'your,' 'life,' 'reason,' 'value,' 'keep away,' 'from the.' Don't you see now whence these words have been taken?"

"By thunder, you're right! Well, if that isn't smart!" cried Sir Henry.

So, what is that mean?

Answer 1

It's a minced oath: a phrase which has the form of a stronger curse, and obviously alludes to a stronger curse (in these cases presumably what in the Hell! and by God!), but carefully avoids violating any strong social taboos.

Answer 2

This may be a folk etymology, but is it possible that the expression might be a remnant of heathen days, during which the expression may actually have referred to Thunor the Anglo-Saxon god of thunder? The Norse cognate is Thor. Thunor is where the word thunder comes from and gives us the name Thursday, from "Thunoresdage" in Old English. Stripped of its divine reference post-Christianisation, it might have persisted as a figure of speech. In Crete, a similar remnant exists: when someone swears by Zeupater (Zeus the father) it means they really intend to keep their promise, mostly without realising it refers to Zeus, but just as a figure of speech.