Nikola,
Sugar and fudge as swear words? Sugar I have never heard used as a substitute swear word, and fudge is really really archaic, like 1900s era, maybe. Never today. I’ve heard that one said as a substitute to a swear word maybe twice in my entire life and thought it sounded weird then. It’s way toooo euphemistic-sounding. It just doesn’t work and sounds just strange to me. Are you sure about those? Instead of God damn you might hear „goodness“ or „for goodness sakes“ or heck instead of hell. Not too many others come to mind. I‘d not ever say „fudge“. It‘s really out of date and corny-sounding.
Believe it or not, sugar and fudge are used in the UK.