Did anyone actually use the expression "Go to Jericho!"?
J.S. Farmer & W.E. Henley, Slang and Its Analogues Past and Present volume (1896) has this entry for Jericho:
JERICHO, subs. (old). 1. A place of concealment or banishment; latterly and specifically, a prison; e.g. as in phr. GO TO JERICHO = Go to the devil. {Generically, a place of retirement, cf. 2 Sam. x: 4 and 5}.
1635. Heywood, Hierarchie, iv. p. 208. Bid such young boyes to stay in JERICHO Untill their beards were growne, their wits more staid.
1648. Mercurius Aulicus quoted in Athenæum, Nov. 14, 1874, p. 645. Let them all GOE TO JERICHO, And n'ere be seen againe.
1758. A. Murphy, The Upholsterer, ii. He may GO TO JERICHO for what I cares.
1775. D'Arblay, Diary (1876), Vol. i, p. 167. I should wish all my new friends AT JERICHO.
1857. Thackeray, Virginians, xvi,. 'She may got to Tunbridge, or she may go to Bath, or she may GO TO JERICHO for me.'
The reference to the second book of Samuel is to this passage in the Old Testament (as translated in the New Revised Standard Version of the Bible):
So Hānun seized David's envoys, shaved off half the beard of each, cut off their garments in the middle at their hips, and sent them away. When David was told, he sent to meet them, for the men were greatly ashamed. The king said, "Remain at Jericho until your beards have grown, and then return."
An Elephind newspaper database search establishes that examples of the expression "go to Jericho" appear in newspaper articles from as early as 1828 and from as late as 1953. The earliest instances seem to have the biblical sense of the expression in mind. From "Postscript" (dated February 13, 1828), collected in the [Boston, Massachusetts] Jesuit or Catholic Sentinel (January 1, 1831):
Having made these remarks, which I consider to be all his pamphlet deserves, I take my leave of Mr. Jewitt, advising him and his friend, Mr. Chettle, to go to Jericho, and there to remain till their beards are grown. On their return, if they choose to try the merits of Methodism with me by close argument, or by the veracity of my Appeal, or any part of it, I assure them that I will always remain their faithful servant, THE SHAVER.
And from a letter to the editor of the Sydney Gazette and New South Wales Advertiser (October 31, 1829):
I know not who the writer of this letter may be. He has a manifest advantage over you, Mr. Editor, because you are known ; he is not, and he is far from scrupulous in using that knowledge in a manner not generally recognised as fair, in a literary controversy. If he is an old man, I am sorry to say he has succeeded to the wish of his enemies, in rendering himself ridiculous. If he be a young man, I advise him, in the words of Isaac Reede to a poet of old, "To go to Jericho till his heard be grown."
Both of these instances clearly allude to the biblical advice of David to his half-shorn envoys, and there is no reason to take "go to Jericho" as a sly way of saying "go to hell." There is, however, a suggestion in the second instance that the person being directed to "go to Jericho" is not a grown men whose beard has been shorn, but a callow youth who is not yet old enough to have grown a beard.
In any event, the euphemistic sense of the expression seems to be lurking in instances from the 1830s. From "Benevolent Asylum," in the [Sydney, New South Wales] Colonist (August 11, 1836):
Then, if he were a friend to gormandising," he might in reply to A. C.'s query, answer thus,' "Vivimus dum Vivamus," Drs. B., F., I., N., and W., with their Sangrado systems, may go to Jericho; for A C. who promises "a long life and a merry one" is the Doctor for me.
From "Rights of Purchasers of Eighty Acre Land Orders in England," in the [Adelaide] South Australian Gazette and Colonial Register (June 8, 1839):
You have all tendered for it [a piece of land], at least ; and some of you have tendered for the thousand acres which surround it—but—do you see this paper"—It is an English land order for 80 acres. Well, in virtue of that order I have selected this choice piece of land, and now appropriate it to myself; so you and your tenders may "go to Jericho."
And from "Better Laugh Than Cry" in the Carlisle [Pennsylvania] Herald and Expositor (January 27, 1841):
Is Dame Fortune as shy as a weasel? Tell her to go to Jericho and laugh in her face. The happiest fellow we ever saw, slept upon a plank, and had'nt a shilling in his pocket, nor a coat to his back.
At this point, the biblical source seems to have been left behind, since Dame Fortune seems unlikely to grow a beard, however long she cools her heels in Jericho.
"Go to Jericho" continues to appear as a dismissive directive as late as this instance from "'Can Go to Jericho,' says Councillor," in the Windsor and Richmond [New South Wales] Gazette (September 2, 1953):
"As far as I'm concerned, he can go to Jericho," remarked a Colo Shire councillor at the August meeting, regarding a 'bus proprietor who had decreased the number of runs to East Kurrajong.
...
"I have done ray best to help him, and to please the people, but I have had no co-operation, even from the Transport Department—and from the people, according to Mr. Whittaker. I have no power to cancel his run, and I haven't tried. He can run 24 hours a day if he likes—and as far as I'm concerned he can go to Jericho."
The discussion broke up in laughter at a comment by the President (Cr. H. C. Matheson), "That's nice—'Go to Jericho.' But don't go any further!"
Conclusions
The expression "go to Jericho" comes to us from the Old Testament where it appears as a command by King David to his mistreated and dishonored envoys to King Hānun of the Ammonites. At some point, however—perhaps by the middle of the eighteenth century, to judge from the examples in Farmer & Henley, cited above—English speakers began to use it euphemistically to say "go to hell." The expression may have persisted in some corner of the English-speaking world, but it does not appear to be in general use today.
I think, this expression just became obsoletism.
According to Google Ngram, this phrase was much more used from 1850s to 1920s.