Like @Schwern said, idioms are not literals. I'll try to answer this a few ways, but they all come down to much the same point.
You might find the paper useful/fascinating, titled "What is it like to be a bat?", which covers this ground. Quick outline:
The author asks from a philosophy viewpoint, what it's like to be a (speculatively blind) bat who uses sound "chirps" instead of vision. The author concludes roughly, that the bat would probably think of it as we do sight, by what it provides rather than by how it happens (do we think of photons when we see?).
In the same way, your inner living people will have a term (several terms?) meaning "this land/place/surface we live in/on", and whatever term they use, which might be Nordic, or a completely original word, would be used much as we use "earth".
The fact we use "earth" as an expletive doesn't relate to "earth as round planet in space", it relates to "earth as known land people can live on/are aware of". "Earth" itself doesn't (or didn't until recently) mean "planet in space" either.
So you need to decouple meanings here. When we say "what on earth" we aren't using a term that is based upon knowledge of a round planet whose exterior we live on, or anything like it. We are using "what on earth" to signify "what is this, which seems so unlikely that it should not exist on the places we know and are aware of, and live in" (or something along those lines).
So coming back to your question, they may have a similar expletive referencing their term for "all known places", they may not have expletives at all, or they may have a term for it that isn't itself meaningful otherwise such as "what in zlobbbttki" or whatever, a symbol they use for "all the universe except for the bits the gods watch TV in", or whatever outlandish terms cultures has led to.
Terry Pratchett would have been more imaginative, I think. The upshot is, don't assume/expect a direct parallel and if one did exist then the word could be anything people might come to use after centuries of linguistic isolation.