Surname anaysis Sabiegai Sabigai Sabagai

Frederick Sabiegai is on my family tree, but died before my birth. His headstone spells the surname Sabigai, but his WW1 registration card spells it Sabagai, and a birth certificate for one of his children back in 1910, spells it Sabiegai.

His documentation lists he was born in either "East Prussia", or "Germany" in 1877. Is the name likely Polish, Russian, Lithuanian, or German? I see he was born at the time of the German Empire where borders and cities names have since changed.

Most imprtantly, how do I pronounce his surname when I refer to him?

SOBIEGAJ: Although no-one uses this surname in Poland at present, as far as I could determine, in that spelling it could be Polish, Ruthenian (Belarusian, Ukrainian) or Great Russian. Existing similarly rooted surnames currently used in Poland and mostly derived from the old first name Sobiesław include Sobielga, Sobiegalla (this looks Lithuanian), Sobiegraj, Sobiej. Sobień and Sobieraj.

I didn't see any of the US documents spelling the name, ending in a "j"
The closest match I see on your list is the Polish old first name: Sobiega
Could you please help me with the pronunciation of "Sobiega" (or Sobiegai)
I am very appreciative of your help.

Sabiegai is most probably a Lithuanian surname - there were some 100 000 Lithuanians living on the eastern fringes of East Prussia untill the second WW (by the time of the I WW they were definitely not wholly germanized)

Using Polish penultimate stress (indicated here by upper case), it would be roughly pronounced as:
saw-BYEH-guy (guy as in guys & gals) for those whose whose spelling ends in
-gai or gaj, and saw-BYEH-gah for the -ga spelling.

Thank you! Very Helpful