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Well, if a Russian knows French more or less and sees "Юго" he might pronounce it rather close to French - that is without [й] sound at the beginning but it won't be [у] either (I might be confusing...

Sure, but that's when the guys are English like in your examples, also "Хуго" if one is German.

But, the "Г" in front of "юго" is like a "g". Does it means that you spell my name something like "Gyougo"? :o
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Actually "Hugo" is written and pronounced "Гюго" mostly when referring...