I know of Iggy Pop (who created his name from his first band, the Iguanas).
From where does she find an odd name like Iggy if not Mr. Pop/Stooge?
It's her stage name. Her given name is Amethyst Amelia Kelly. One would think this was flamboyant enough to use as a stage name, but apparently not.
Your conjecture that she did appropriate her first name from Iggy Pop is correct. Here is a bit I found on her name:
"Interestingly, the first part of her name originated from her dog of the same name. Her dog, Iggy, was named after Iggy Pop. She loved her dog very much and went on to explain an incident involving her favorite pet."Ironic, given that one of Iggy's first famous songs was "Now I Want to Be Your Dog".