I do not know about Celtic mythology or history. But there is a girl mentioned in the Talmud, named Donag or Dong
who lived in Babylonia (today Iraq) approximately around the year 350. Her mother Yalta was the daughter of a Jewish royal family and her father was a major teacher and spiritual leader. It is possible that it comes from the Akkadian word 'dunqu', which means beauty, and was probably pronounced 'donk' with a softer K, and omitting the last letter. Of course there is no way I can be sure it is the same name.