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I agree on Roeg being Dutch, not German. There is also a Dutch surname, Roege, probably the same, which, it is suggested, may be connected to a minor place name, 't Roege, near Groningen. It's further suggested that the place name could be related to the Dutch word, ruig, "rough".
As for Rossif, I wonder if that was Frédéric R's original surname. I note that he served in the French Foreign Legion prior to settling in France. There was a custom in that force of adopting "noms de guerre". I've found no other instance of Rossif as a surname, only the instance of Frédéric Rossif. I have to add that his forename, Frederick, doesn't sound Serbian/Montenegrin. I wonder if that was his original given name.