The name may be a comic variant on the real Glasgow district Auchenshuggle (in Lowland Scots, "shoogle" means to shake or rock, perhaps a pun on "Shuggle" from "Seagal" meaning "Rye" in the original). "Auchen-" or "Auchin-" is a common prefix in Lowland place names coming from the Scottish Gaelic Achadh ... meaning "Field of the".
The term has since become a generic Scottish small-town name, used for humour or as a dummy name in legal discussions and is often claimed to be in Inverness-shire. It has also been used in the name of Scottish ceilidh band "Last Tram to Auchenshoogle".