Green’s Dictionary of Slang

shivers! excl.

(N.Z.) a euph. excl. for shit! excl.

1988		McGill Dict. of Kiwi Sl. 101/2: shivers! mild exclamation, probably euphemism for ‘shit!’.
2003		McGill Reed Dict. of N.Z. Sl. [as cit. 1988].

In phrases

what the shivers

a semi-euph. for what the shit...? phr.

1854

T. Buckley Sydenham Greenfinch 38: ‘What the shivers do you want with such colours, blow it!’.