It's an English expression. It's like saying "Oh, please!" It is used as an expression to strongly emphasize what you're asking for. For example, "For God's sake! Shut up." or "For God's sake! Stop." Though it's not nice using the name of God in vain expressions. So just use "Oh, please! instead.

It is used to express how desperate you are when asking someone to do something.For example, "would you please, for God's sake,give me back my pen".

when and where all other reasons and arguments fail, we tend to turn to God .... and plead "for God's sake" ..... as if that's the ultimate excuse that we may put forward to convince a person or justify an action or whatever.....

expletive word used to express anger or irritation.

The full interpretation is "God does everything right. What you are doing is against his own will, so please stop it."