scream blue murder
US /skriːm bluː ˈmɜːrdər/
UK /skriːm bluː ˈmɜːrdər/

1.
to shout or complain very loudly and angrily, especially when you are in pain, frightened, or very annoyed
:
•
When she saw the spider, she started to scream blue murder.
•
If you try to take his toy, he'll scream blue murder.