Variant of OMG, Oh My God.
OMZ is a condensation of Oh My Zod.

Oh My Zeus. Zeus being a Greek God. I don't need to explain that... you DO know already.

"Oh My Zarathustra!"

Zarathustra was a Persian-Medean priest.

Supposedly was the first uberhuman, as mentioned in Friedrich Nietzsche's publications.

"Oh My Zarathustra" is an augmentative variation of OMG/ "Oh My God". It expresses severe rage, surprise or painful butthurt.

The expression is commonly used amongst late-twen over achievers, it recently appeared in rural south german suburbs, cities and trains.

It has also occured in Singapore's caucasian immigrant culture, though in unsignificant, vanishing frequency

Oh My Zordon

The Almighty Zordon, the leader of the Power Rangers is the equivalent to God.