My concern with the "Oh Murder" being the call of the victim would be that she doesn't know she is being murdered. Violence was common and surely it would be more likely that a woman being attacked in her bed would assume rape or attack. So calling "rape" or "help" would seem a more plausible cry out for the victim.
I believe Kelly had the opportunity and motivation to make the statement;
Kelly's outburst may have been the mitigating factor for the sheet over the face/in mouth scenario inspired by its bloody and cut about condition.
I've always assumed it was a passerby who didn't want to get involved with the police. I don't see how it could have been Kelly. If you're being murdered, you'd hardly have the presence of mind to cry out, "Oh, murder!" Wouldn't you be more likely to say, "Help," or merely emit a wordless scream???
The "oh murder!" cry does seem melodramatic or unnatural. The only way I can justify it is as a desperate but cool headed plea for help. This was a long time before a neighbour could simply pick up a telephone and call for police help before immediately returning too bed. Any help for the victim would have to come in the form of a neighbour climbing out of a cosy bed at stupid o'clock in the morning and investigating in person. A cry of "oh murder" was specific in its seriousness, perhaps intentionally so.
Still, it has an unnatural quality coming from a person at the wrong end of a knife.
I think that the " Oh!" is probably a mannered rendering of some confused emotional noise.
" Murder! ", despite sounding silly to us,was a common refrain in Victorian times. Think " Oh Jesus Christ! " from The Wickerman for a modern version.