Great God in boots!
Solution 1:
It may be that "God in boots" is a way of saying "God in human form," since to be in boots is to be in the trappings of a human being. A Google Books search for "God in boots" turns up multiple instances of Russell's exclamation—and one earlier instance, from a periodical published in Chicago, Illinois, called The Flaming Sword, mouthpiece of "Koresh, the Founder of the Koreshan System." It is the title of a poem by Amanda Potter that appears in The Flaming Sword of November 25, 1898:
God in Boots
The world's "shocking!" is sometimes the echo of an irrational canonic exploded.
Do you demand instance? Note Fashion disport i' the wave:
Let's play that five minutes later, the whole semi-un-dressedness is invading her parlour.
Well? Now she is shocked—has cried the law on them!
Such decisions render one not only appellant, but banish the timid tongue:
God wears gear befitting feet, though it shock the universe of Grundy.
The Christ wore sandal. If you're curious study the styles since Adam.
Feet speak their use, and proclaim God walks through the ages.
Not always cognizant of the raiment of His tabernacle or tent, God walks through the ages.
Et cetera.
It seems highly unlikely that Bertrand Russell was conversant with "the literature of Koreshanity" (as the publication refers to its content and to that of like-minded authors), though the informing idea may be coincidentally the same. But I strongly suspect that Russell was not expressing the idea piously, as (I get the impression) Amanda Potter was.
Solution 2:
It is just an exclamation, in this case expressing possibly surprise and delight, similar to (but possibly more forcibly than) saying My word! or My Goodness!
It has no intrinsic meaning of its own.