Hagi(o)-

The Greek hagios 'holy, sanctified' only has cognates in the Indic branch: Skt yajati 'revered with prayer and offering/sacrifice'; Skt yajas 'veneration, adoration' and Gk hagos 'guilt, maculation, sacrifice' (both of which are neuter nouns). From PIE *jag- 'venerate religiously'.

Haggis

From ON höggva, related to haggle, hew, hay, etc.

From PIE kau- 'to hew, hoe; to beat, hit'.

http://www.bartleby.com/61/roots/IE208.html

Not sure whence hag, other than the OE hægtesse.

Is it only used for saints? That is, if I took a trip to Europe, would I have translated myself over there?

I'm sure you can say it, though it's usually used of saints and bishops. Has a nice old fashioned sound to it, though it does sound permanent, not like you're coming back.