This phrase is American in origin and use and is rarely used outside of the nation and its people. It's used in the form of a warning, almost like the word "four" is yelled when a golf ball goes rogue. A second use is in the form of leadership - at the head of the whole organization or "heads up the whole organization." And a final popular use for the phrase is centered around emotion - when someone is down due to losing or whatever we will say "Hey, heads up - it's not over yet" or something similar. ( source )

Originally up in arms referred to weapons. It's not entirely clear as to why weapons were also called arms, however, it may be because many weapons, such as swords, clubs, daggers, and so on, are seen as an add-on to the arm. Shakespeare used the phrase in his 1591 play, King Richard III. The line reads: "March on, march on, since we are up in arms; If not to fight with foreign enemies, Yet to beat down these rebels here at home." Throughout the years the phrase moved from being armed with weapons to being very angry or upset about something; having feelings of indignation; feeling infuriated at a person or thing. ( source )

This phrase has meant from the beginning what it means now. A trick has been exposed.  I also found this advertisement during WW2 that employed the phrase as well - and still managed to stay true to the meaning.

I've heard this term but rarely used it. When someone goes up a blind alley it means they have gone up an alley that has no exit. It dead ends. To go up a blind alley is to follow a course of action that has no good outcome. ( source )

Keep your chin up has a rather obscure history. Read about its origins here .