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The British census 1881 has 2 men with 'Gadsby' as forename. One born 1845 in Highbury Vail, and the other one born 1865 in Thorpe-Le-Soken (Essex).

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The American census for 1890 also has 2 'Gadsby', one born 1837 in Maryland, and one 1875 in Virginia. Interestingly, they were both mulattoes.

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No 'Gatsby' in either census.

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There are quite many who have Gadsby or Gatsby as lastname.

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A placename turned into a person-name, perhaps?

Thanks for your help, this was what I thought too!

In the novel, James Gatz reinvents himself as Jay Gatsby. One suggestion that I recall from my remote student days is that if spoken in a particular American accent (with a particularly large mouthful of mashed potato, I might add), Gatsby could sound like God's Boy. This would make thematic sense - since he effectively creates a new self, and then dies sacrificially for a thoroughly unworthy and indeed misunderstood cause.

Before I begin, let me warn you that I'm not an expert and this is not based on any research, but since no one has replied yet I wanted to give you my thoughts.

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The only time I've ever heard the name Gatsby was as a last name in The Great Gatsby. The character in the book was originally surnamed Gatz but changed his name to sound more important. I always wondered if maybe F. Scott Fitzgerald made up this name especially for his character.

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But I'll remind you that this is only my theory.