An idea—whence “Zygonyi”?

My father’s father’s father’s father was named Zygonyi Ray Shearer (sometimes spelled Zygonia Ray Shearer), and until today I’ve had no clear idea why he was named Zygonyi/Zygonia (for simplicity’s sake, I’ll refer to him from here on as “Ray,” which is what he went by as an adult).

Today, I came across this tidbit from a story (“Odd War Nicknames: Crack Regiments with High Sounding Adopted Titles—Some were won in battle”) that was published on page 12 of the August 19, 1897 edition of the Sterling Standard (Sterling, Illinois) and also on page 6 of the August 24, 1897 edition of the Akron Beacon Journal (Akron, Ohio):

“Zagoni’s Battalion” of Missouri cavalry, also called “Fremont’s Bodyguard,” has been immortalized in song and story for its charge at Springfield.

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