I take it from that that you pronounce "Gogh" like "go". A Dutchman once explained to me that both g's are pronounced with a strongly guttural h sound, like in loch or Bach, or like the Spanish j but much stronger, like you're clearing your throat. And a short "o", like non-USA English "top" - not an "ah" sound. CHhhoChhh. Yes, pretty impossible for English-speakers, but anything would be closer than rhyming it with "go".
So it could be said that the Van Gogh... Van Went... away... <g>