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I like it. I've never met one. so it does have a vaguely elderly feel to me, but it's like an elderly ballerina; elegant and well-dressed, with good bones. Soignée.
I think it might be a name that suits the European short o sound better. I'd pronounce it OHL guh.

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Olga Véronique and Olga Zénaïde appeal to me, although I think I'd switch out Zénaïde to Zinaida.