Old oath, say: a “damn” originally? (4)
I believe the answer is:
Here is my best explanation:
'old oath' is the definition.
(I've seen this before)
'say a damn originally?' is the subsidiary indication.
'say' becomes 'eg'.
'originally?' indicates taking the first letters.
The first letter of 'damn' is 'd'.
(Other definitions for egad that I've seen before include "Archaic exclamation of surprise", "Oath sworn", "Mild oath - aged (anag)", "Archaic expression of anger, surprise, etc", "Curse", "My word once", "Old exclamation; aged (anagram)", "Forgotten curse", "Old oath" and "Mild oath (archaic)".)