Do you know the history of Golly's? I didn't until I came across this wee item...…...INTERESTING, I thought.
There is absolutely no evidence for this according to the OED, it's a well worn myth apparently.
Wogg may have been derived from GOLLIWOGG which was first used in a book by Florence Kate Upton called "The Adventures Of Two Dutch Dolls And A Golliwogg" published in 1895.
It is better not to believe anything you read on the Internet without spending some time looking for corroborative evidence.