I knew a supervisor of social workers named Cadogan. He pronounced the first syllable. So I tried to look up the word in dictinary. Surprise! I could not find online dictionary listing the word.
But I did find an interesting encyclopedia entry about him, which gave same pronunciation Wordsmith gave.
"Cadogan, William Cadogan, 1st Earl[kudu´gun] Pronunciation Key, 1675–1726, British general and diplomat. He is remembered chiefly as the faithful friend and brilliant subordinate of the 1st duke of Marlborough. In addition to serving (1702–11) as the latter's quartermaster general, he was the able commander of a dragoon regiment known as Cadogan's Horse and played a distinguished part in Marlborough's many victories in the War of the Spanish Succession. When the duke fell from power in 1711, Cadogan went into exile in the Netherlands. He conducted dealings with Hanover for the English Whigs, and after the Hanoverian George I ascended (1714) the British throne, he received new commands and honors. Cadogan helped to suppress the Jacobite uprising of 1715, was created earl in 1718, and was made commander in chief of the army after Marlborough's death in 1722. He also had high diplomatic duties in the resettlements among Great Britain, France, the Netherlands, the Holy Roman Empire, and Spain in the years 1714–20.


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When Malbrouck se va t'en guerre, he took Cadogan with him!
Teapot and all!