This is the more accurate of the two responses I've given to this query so far: in the earlier version, I muddled up the Gonnes and the Gregorys!
http://www.behindthename.com/bb/fact/35902 and the text is:
"As far as I recall, Minnaloushe was a cat belonging to the
Gregory family, who were "friends of Yeats, and he then wrote what must have been a nonce poem, though it's so "powerful it's hard to imagine that he just saw a playful kitty through a window ...
"Anyway, it's possible that a scholarly edition of Yeats's writings might gloss it. Worth "a try! Please let us know if you come up with anything."
Nobody seems to have found anything more than this, which is a pity. It would be an excellent name for a black (male) cat.